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 1.34% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 222'831 CHF 75'277 CHF 98.49% 98.49%
15.05.2024 1.34% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 221'867 CHF 74'956 CHF 98.31% 98.31%
14.05.2024 1.33% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 224'853 CHF 75'951 CHF 99.35% 99.35%
13.05.2024 1.29% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 231'836 CHF 78'279 CHF 98.92% 98.92%
10.05.2024 1.24% 0.79 CHF 0.80 CHF 300'000 100'000 276'685 99'936 222'715 CHF 81'308 CHF 99.00% 99.22%
08.05.2024 1.16% 0.81 CHF 0.82 CHF 100'000 100'000 100'000 100'000 86'148 CHF 87'148 CHF 98.60% 98.60%
07.05.2024 0.95% 1.03 CHF 1.04 CHF 100'000 100'000 100'000 100'000 104'831 CHF 105'831 CHF 94.70% 94.70%
06.05.2024 0.92% 1.08 CHF 1.09 CHF 100'000 100'000 100'000 100'000 108'774 CHF 109'774 CHF 99.36% 99.36%
03.05.2024 0.99% 1.03 CHF 1.04 CHF 100'000 100'000 100'000 100'000 100'386 CHF 101'386 CHF 99.27% 99.27%
02.05.2024 0.99% 1.00 CHF 1.01 CHF 100'000 100'000 100'000 100'000 100'327 CHF 101'327 CHF 99.36% 99.36%

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