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 1.12% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 399'995 CHF 134'832 CHF 98.84% 98.84%
15.05.2024 1.09% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 412'282 CHF 138'927 CHF 99.17% 99.17%
14.05.2024 1.11% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 403'102 CHF 135'867 CHF 99.37% 99.37%
13.05.2024 1.24% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 360'968 CHF 121'823 CHF 98.16% 98.16%
10.05.2024 1.33% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 337'083 CHF 113'861 CHF 98.99% 98.99%
08.05.2024 1.50% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 297'054 CHF 100'518 CHF 98.73% 98.73%
07.05.2024 1.56% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 285'701 CHF 96'734 CHF 99.37% 99.37%
06.05.2024 1.68% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 265'414 CHF 89'971 CHF 99.37% 99.37%
03.05.2024 1.45% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 315'798 CHF 106'766 CHF 99.11% 99.11%
02.05.2024 1.33% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 335'769 CHF 113'423 CHF 99.07% 99.07%

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