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 1.84% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 161'289 CHF 54'763 CHF 98.47% 98.47%
15.05.2024 1.84% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 161'186 CHF 54'729 CHF 98.33% 98.33%
14.05.2024 1.89% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 157'508 CHF 53'503 CHF 99.36% 99.36%
13.05.2024 2.07% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 143'550 CHF 48'850 CHF 98.93% 98.93%
10.05.2024 2.15% 0.44 CHF 0.45 CHF 300'000 100'000 300'000 100'000 138'644 CHF 47'215 CHF 99.36% 99.36%
08.05.2024 2.14% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 138'969 CHF 47'323 CHF 99.36% 99.36%
07.05.2024 2.23% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 133'128 CHF 45'376 CHF 94.70% 94.70%
06.05.2024 4.36% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 101'081 CHF 35'194 CHF 99.37% 99.37%
03.05.2024 4.59% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 96'503 CHF 33'668 CHF 99.36% 99.36%
02.05.2024 6.00% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 72'874 CHF 25'791 CHF 99.36% 99.36%

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