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 1.03% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 289'929 CHF 97'643 CHF 99.35% 99.35%
15.05.2024 1.08% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 276'783 CHF 93'261 CHF 99.15% 99.15%
14.05.2024 1.11% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 268'696 CHF 90'565 CHF 99.36% 99.36%
13.05.2024 1.13% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 265'187 CHF 89'396 CHF 98.84% 98.84%
10.05.2024 1.14% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 261'975 CHF 88'325 CHF 99.37% 99.37%
08.05.2024 1.17% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 254'367 CHF 85'789 CHF 99.36% 99.36%
07.05.2024 1.18% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 252'254 CHF 85'085 CHF 99.36% 99.36%
06.05.2024 1.22% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 244'562 CHF 82'521 CHF 99.37% 99.37%
03.05.2024 1.29% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 231'865 CHF 78'288 CHF 99.13% 99.13%
02.05.2024 1.28% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 232'802 CHF 78'601 CHF 99.34% 99.34%

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