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 1.85% 0.55 CHF 0.56 CHF 500'000 100'000 500'000 100'000 267'738 CHF 54'548 CHF 99.37% 99.37%
23.05.2024 1.63% 0.57 CHF 0.58 CHF 500'000 100'000 500'000 100'000 304'249 CHF 61'850 CHF 99.37% 99.37%
22.05.2024 1.65% 0.61 CHF 0.62 CHF 500'000 100'000 500'000 100'000 300'102 CHF 61'020 CHF 99.37% 99.37%
21.05.2024 1.86% 0.56 CHF 0.57 CHF 500'000 100'000 500'000 100'000 266'993 CHF 54'399 CHF 99.07% 99.07%
17.05.2024 1.79% 0.56 CHF 0.57 CHF 250'000 100'000 250'000 100'000 138'184 CHF 56'274 CHF 99.18% 99.18%
16.05.2024 1.78% 0.53 CHF 0.54 CHF 250'000 100'000 250'000 100'000 138'940 CHF 56'576 CHF 99.37% 99.37%
15.05.2024 1.83% 0.55 CHF 0.56 CHF 250'000 100'000 250'000 100'000 135'336 CHF 55'134 CHF 99.10% 99.10%
14.05.2024 2.10% 0.50 CHF 0.51 CHF 250'000 100'000 249'998 100'000 118'031 CHF 48'213 CHF 99.37% 99.37%
13.05.2024 2.42% 0.42 CHF 0.43 CHF 250'000 100'000 249'908 100'000 102'274 CHF 41'925 CHF 98.56% 98.56%
10.05.2024 2.29% 0.42 CHF 0.43 CHF 250'000 100'000 250'000 99'970 107'903 CHF 44'149 CHF 99.37% 99.37%

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