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
15.05.2024 1.73% 0.51 CHF 0.52 CHF 600'000 150'000 600'000 150'000 344'747 CHF 87'687 CHF 99.15% 99.15%
14.05.2024 1.58% 0.65 CHF 0.66 CHF 600'000 150'000 600'000 150'000 376'898 CHF 95'725 CHF 99.35% 99.35%
13.05.2024 1.58% 0.62 CHF 0.63 CHF 600'000 150'000 600'000 150'000 376'841 CHF 95'710 CHF 98.84% 98.84%
10.05.2024 1.64% 0.59 CHF 0.60 CHF 600'000 150'000 600'000 150'000 362'643 CHF 92'161 CHF 99.37% 99.37%
08.05.2024 1.54% 0.65 CHF 0.66 CHF 600'000 150'000 600'000 150'000 386'801 CHF 98'200 CHF 99.36% 99.36%
07.05.2024 1.47% 0.67 CHF 0.68 CHF 600'000 150'000 600'000 150'000 404'393 CHF 102'598 CHF 99.37% 99.37%
06.05.2024 1.41% 0.70 CHF 0.71 CHF 600'000 150'000 600'000 150'000 421'344 CHF 106'836 CHF 99.36% 99.36%
03.05.2024 1.33% 0.71 CHF 0.72 CHF 600'000 150'000 600'000 150'000 449'926 CHF 113'981 CHF 99.10% 99.10%
02.05.2024 1.32% 0.82 CHF 0.83 CHF 600'000 150'000 600'000 150'000 451'770 CHF 114'443 CHF 99.33% 99.33%
30.04.2024 1.51% 0.65 CHF 0.66 CHF 600'000 150'000 600'000 150'000 394'141 CHF 100'035 CHF 99.23% 99.23%

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