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 1.55% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 287'716 CHF 97'405 CHF 98.84% 98.84%
15.05.2024 1.62% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 275'077 CHF 93'192 CHF 99.17% 99.17%
14.05.2024 1.57% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 283'819 CHF 96'106 CHF 99.37% 99.37%
13.05.2024 1.38% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 324'790 CHF 109'763 CHF 98.16% 98.16%
10.05.2024 1.28% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 348'949 CHF 117'816 CHF 98.99% 98.99%
08.05.2024 1.15% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 388'760 CHF 131'087 CHF 98.74% 98.74%
07.05.2024 1.12% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 400'260 CHF 134'920 CHF 99.37% 99.37%
06.05.2024 1.07% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 419'343 CHF 141'281 CHF 99.37% 99.37%
03.05.2024 1.24% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 369'546 CHF 124'682 CHF 99.11% 99.11%
02.05.2024 1.28% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 350'763 CHF 118'421 CHF 99.07% 99.07%

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