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 1.91% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 311'406 CHF 105'802 CHF 99.36% 99.36%
15.05.2024 2.10% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 282'107 CHF 96'036 CHF 99.12% 99.12%
14.05.2024 2.27% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 261'935 CHF 89'312 CHF 99.37% 99.37%
13.05.2024 2.32% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 255'798 CHF 87'266 CHF 98.90% 98.90%
10.05.2024 2.40% 0.42 CHF 0.43 CHF 600'000 200'000 600'000 200'000 246'907 CHF 84'302 CHF 99.37% 99.37%
08.05.2024 2.62% 0.39 CHF 0.40 CHF 600'000 200'000 600'000 200'000 226'717 CHF 77'572 CHF 99.36% 99.36%
07.05.2024 2.86% 0.35 CHF 0.36 CHF 600'000 200'000 599'941 200'000 206'759 CHF 70'926 CHF 99.36% 99.36%
06.05.2024 2.95% 0.32 CHF 0.33 CHF 600'000 200'000 600'251 200'030 200'697 CHF 68'880 CHF 99.36% 99.36%
03.05.2024 3.31% 0.32 CHF 0.33 CHF 600'000 200'000 708'242 236'081 210'215 CHF 72'432 CHF 99.17% 99.17%
02.05.2024 3.52% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 209'509 CHF 72'337 CHF 99.28% 99.28%

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