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
23.05.2024 1.47% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 404'686 CHF 136'895 CHF 99.27% 99.27%
22.05.2024 1.49% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 400'060 CHF 135'353 CHF 99.37% 99.37%
21.05.2024 1.61% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 370'245 CHF 125'415 CHF 99.27% 99.27%
17.05.2024 1.56% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 382'459 CHF 129'486 CHF 99.15% 99.15%
16.05.2024 1.55% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 383'807 CHF 129'936 CHF 99.37% 99.37%
15.05.2024 1.58% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 377'440 CHF 127'813 CHF 99.15% 99.15%
14.05.2024 1.74% 0.59 CHF 0.60 CHF 600'000 200'000 600'000 200'000 342'044 CHF 116'015 CHF 99.36% 99.36%
13.05.2024 1.91% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 311'247 CHF 105'749 CHF 98.85% 98.85%
10.05.2024 1.84% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 323'189 CHF 109'730 CHF 99.37% 99.37%
08.05.2024 2.00% 0.50 CHF 0.51 CHF 750'000 250'000 724'376 241'459 357'966 CHF 121'737 CHF 99.37% 99.37%

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