Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16.05.2024 1.19% 1.72 CHF 1.74 CHF 225'000 75'000 225'000 75'000 376'561 CHF 127'020 CHF 97.78% 97.78%
15.05.2024 0.83% 1.46 CHF 1.47 CHF 225'000 75'000 225'000 75'000 270'341 CHF 90'864 CHF 97.44% 97.44%
14.05.2024 1.04% 1.04 CHF 1.05 CHF 225'000 75'000 225'000 75'000 214'718 CHF 72'323 CHF 97.18% 97.18%
13.05.2024 1.06% 0.97 CHF 0.98 CHF 225'000 75'000 225'000 75'000 212'158 CHF 71'469 CHF 80.27% 80.27%
10.05.2024 1.07% 0.86 CHF 0.87 CHF 225'000 75'000 225'000 75'000 209'700 CHF 70'650 CHF 99.57% 99.57%
08.05.2024 1.23% 0.84 CHF 0.85 CHF 300'000 100'000 296'940 98'980 240'852 CHF 81'274 CHF 99.57% 99.57%
07.05.2024 1.17% 0.94 CHF 0.95 CHF 300'000 100'000 299'407 99'802 254'654 CHF 85'883 CHF 99.60% 99.60%
06.05.2024 1.47% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 203'240 CHF 68'747 CHF 99.56% 99.56%
03.05.2024 2.01% 0.56 CHF 0.57 CHF 450'000 150'000 428'607 142'870 213'507 CHF 72'599 CHF 99.56% 99.56%
02.05.2024 2.99% 0.31 CHF 0.32 CHF 600'000 200'000 579'085 193'028 191'718 CHF 65'836 CHF 99.52% 99.52%

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