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
15.05.2024 1.17% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 254'037 CHF 85'679 CHF 98.31% 98.31%
14.05.2024 1.22% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 245'512 CHF 82'837 CHF 99.35% 99.35%
13.05.2024 1.27% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 234'969 CHF 79'323 CHF 98.92% 98.92%
10.05.2024 1.44% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 207'117 CHF 70'039 CHF 99.38% 99.38%
08.05.2024 1.75% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 170'446 CHF 57'815 CHF 99.36% 99.36%
07.05.2024 2.27% 0.50 CHF 0.51 CHF 300'000 100'000 317'577 105'859 138'339 CHF 47'172 CHF 94.72% 94.72%
06.05.2024 2.64% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 168'981 CHF 57'827 CHF 99.36% 99.36%
03.05.2024 2.59% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 172'127 CHF 58'876 CHF 99.34% 99.34%
02.05.2024 2.30% 0.42 CHF 0.43 CHF 450'000 150'000 435'819 145'273 187'400 CHF 63'919 CHF 99.36% 99.36%
30.04.2024 2.29% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 195'018 CHF 66'506 CHF 99.37% 99.37%

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