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 1.98% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 224'994 CHF 76'498 CHF 98.48% 98.48%
15.05.2024 2.05% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 217'273 CHF 73'924 CHF 98.33% 98.33%
14.05.2024 2.04% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 218'937 CHF 74'479 CHF 99.36% 99.36%
13.05.2024 2.23% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 199'654 CHF 68'051 CHF 98.93% 98.93%
10.05.2024 2.26% 0.45 CHF 0.46 CHF 450'000 150'000 482'284 160'761 211'139 CHF 71'987 CHF 99.37% 99.37%
08.05.2024 2.48% 0.41 CHF 0.42 CHF 600'000 200'000 600'000 200'000 239'503 CHF 81'834 CHF 99.35% 99.35%
07.05.2024 2.60% 0.38 CHF 0.39 CHF 600'000 200'000 600'000 200'000 228'253 CHF 78'085 CHF 94.72% 94.72%
06.05.2024 2.61% 0.39 CHF 0.40 CHF 600'000 200'000 600'000 200'000 226'669 CHF 77'556 CHF 99.36% 99.36%
03.05.2024 2.74% 0.37 CHF 0.38 CHF 600'000 200'000 600'000 200'000 216'131 CHF 74'044 CHF 99.36% 99.36%
02.05.2024 3.00% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 197'045 CHF 67'682 CHF 99.36% 99.36%

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