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
24.05.2024 1.92% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 232'679 CHF 79'060 CHF 99.36% 99.36%
23.05.2024 1.91% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 234'020 CHF 79'507 CHF 99.38% 99.38%
22.05.2024 1.93% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 231'245 CHF 78'582 CHF 99.36% 99.36%
21.05.2024 1.95% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 228'832 CHF 77'778 CHF 99.25% 99.25%
17.05.2024 1.95% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 228'453 CHF 77'651 CHF 99.36% 99.36%
16.05.2024 1.80% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 247'999 CHF 84'166 CHF 98.47% 98.47%
15.05.2024 1.86% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 239'554 CHF 81'351 CHF 98.33% 98.33%
14.05.2024 1.84% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 241'817 CHF 82'106 CHF 99.36% 99.36%
13.05.2024 1.82% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 245'742 CHF 83'414 CHF 98.94% 98.94%
10.05.2024 1.80% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 247'832 CHF 84'111 CHF 99.36% 99.36%

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