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 2.39% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 186'033 CHF 63'511 CHF 98.49% 98.49%
15.05.2024 2.51% 0.41 CHF 0.42 CHF 450'000 150'000 450'000 149'989 177'171 CHF 60'553 CHF 98.31% 98.31%
14.05.2024 2.44% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 182'300 CHF 62'267 CHF 99.37% 99.37%
13.05.2024 2.43% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 149'993 183'335 CHF 62'609 CHF 98.92% 98.92%
10.05.2024 2.43% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 183'317 CHF 62'606 CHF 99.37% 99.37%
08.05.2024 2.69% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 164'964 CHF 56'488 CHF 99.36% 99.36%
07.05.2024 2.99% 0.30 CHF 0.31 CHF 600'000 200'000 480'911 160'304 157'790 CHF 54'200 CHF 94.72% 94.72%
06.05.2024 2.88% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 154'099 CHF 52'866 CHF 99.36% 99.36%
03.05.2024 2.89% 0.35 CHF 0.36 CHF 450'000 150'000 450'248 150'083 153'524 CHF 52'676 CHF 99.36% 99.36%
02.05.2024 2.90% 0.33 CHF 0.34 CHF 450'000 150'000 450'621 150'207 153'357 CHF 52'621 CHF 99.37% 99.37%

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