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 1.20% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 248'404 CHF 83'801 CHF 99.22% 99.22%
15.05.2024 1.14% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 262'354 CHF 88'451 CHF 99.16% 99.16%
14.05.2024 1.14% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 261'930 CHF 88'310 CHF 99.23% 99.23%
13.05.2024 1.08% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 275'831 CHF 92'944 CHF 98.33% 98.33%
10.05.2024 1.17% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 255'549 CHF 86'183 CHF 99.23% 99.23%
08.05.2024 1.21% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 246'644 CHF 83'215 CHF 99.21% 99.21%
07.05.2024 1.38% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 215'983 CHF 72'994 CHF 99.20% 99.20%
06.05.2024 1.36% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 219'365 CHF 74'122 CHF 99.28% 99.28%
03.05.2024 1.32% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 225'385 CHF 76'128 CHF 99.19% 99.19%
02.05.2024 1.31% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 227'496 CHF 76'832 CHF 99.20% 99.20%

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