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 1.17% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 382'760 CHF 129'087 CHF 98.49% 98.49%
15.05.2024 1.09% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 409'418 CHF 137'973 CHF 98.31% 98.31%
14.05.2024 1.13% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 397'998 CHF 134'166 CHF 99.35% 99.35%
13.05.2024 1.17% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 383'567 CHF 129'356 CHF 98.93% 98.93%
10.05.2024 1.29% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 347'128 CHF 117'209 CHF 99.38% 99.38%
08.05.2024 1.49% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 300'757 CHF 101'752 CHF 99.36% 99.36%
07.05.2024 1.76% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 253'596 CHF 86'032 CHF 94.72% 94.72%
06.05.2024 1.92% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 231'839 CHF 78'780 CHF 99.36% 99.36%
03.05.2024 1.89% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 235'748 CHF 80'083 CHF 99.34% 99.34%
02.05.2024 1.76% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 254'420 CHF 86'307 CHF 99.36% 99.36%

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