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 2.73% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 162'474 CHF 55'658 CHF 99.36% 99.36%
15.05.2024 2.83% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 149'993 156'865 CHF 53'786 CHF 99.12% 99.12%
14.05.2024 2.71% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 149'998 163'601 CHF 56'033 CHF 99.37% 99.37%
13.05.2024 2.51% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 177'281 CHF 60'594 CHF 98.90% 98.90%
10.05.2024 2.80% 0.38 CHF 0.39 CHF 450'000 150'000 449'995 150'000 158'469 CHF 54'324 CHF 99.36% 99.36%
08.05.2024 2.88% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 154'313 CHF 52'938 CHF 99.36% 99.36%
07.05.2024 2.81% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 157'974 CHF 54'158 CHF 99.36% 99.36%
06.05.2024 3.00% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 147'678 CHF 50'726 CHF 99.36% 99.36%
03.05.2024 2.97% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 149'261 CHF 51'254 CHF 99.17% 99.17%
02.05.2024 3.03% 0.33 CHF 0.34 CHF 450'000 150'000 449'992 150'000 146'273 CHF 50'259 CHF 98.76% 98.76%

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