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 2.29% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 194'044 CHF 66'182 CHF 98.48% 98.48%
15.05.2024 2.28% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 195'064 CHF 66'522 CHF 98.33% 98.33%
14.05.2024 2.33% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 191'201 CHF 65'234 CHF 99.36% 99.36%
13.05.2024 2.30% 0.42 CHF 0.43 CHF 450'000 150'000 434'055 144'685 186'902 CHF 63'747 CHF 98.93% 98.93%
10.05.2024 2.31% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 192'812 CHF 65'771 CHF 99.36% 99.36%
08.05.2024 2.45% 0.41 CHF 0.42 CHF 450'000 150'000 450'000 150'000 181'715 CHF 62'072 CHF 99.01% 99.01%
07.05.2024 2.65% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 167'881 CHF 57'460 CHF 94.74% 94.74%
06.05.2024 2.86% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 155'067 CHF 53'189 CHF 99.36% 99.36%
03.05.2024 2.99% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 148'402 CHF 50'967 CHF 99.37% 99.37%
02.05.2024 3.28% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 135'058 CHF 46'519 CHF 99.37% 99.37%

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