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 1.48% 0.96 CHF 0.98 CHF 200'000 200'000 200'000 200'000 180'525 CHF 183'225 CHF 95.42% 95.42%
23.05.2024 1.90% 1.00 CHF 1.02 CHF 200'000 200'000 200'000 200'000 209'081 CHF 213'081 CHF 98.15% 98.15%
22.05.2024 1.93% 0.99 CHF 1.01 CHF 200'000 200'000 200'000 200'000 201'139 CHF 205'062 CHF 96.83% 96.83%
21.05.2024 1.81% 1.08 CHF 1.10 CHF 200'000 200'000 200'000 200'000 218'782 CHF 222'782 CHF 96.22% 96.22%
17.05.2024 1.78% 1.14 CHF 1.16 CHF 200'000 200'000 200'000 200'000 222'224 CHF 226'224 CHF 88.01% 88.01%
16.05.2024 1.70% 0.97 CHF 0.98 CHF 200'000 200'000 200'000 200'000 196'616 CHF 200'012 CHF 98.28% 98.28%
15.05.2024 1.25% 0.90 CHF 0.91 CHF 200'000 200'000 200'000 200'000 159'791 CHF 161'791 CHF 94.34% 94.34%
14.05.2024 1.50% 0.72 CHF 0.73 CHF 200'000 200'000 200'000 200'000 132'388 CHF 134'388 CHF 98.98% 98.98%
13.05.2024 1.49% 0.67 CHF 0.68 CHF 200'000 200'000 200'000 200'000 132'883 CHF 134'883 CHF 95.21% 95.21%
10.05.2024 1.66% 0.63 CHF 0.64 CHF 200'000 200'000 200'000 200'000 120'059 CHF 122'059 CHF 97.11% 97.11%

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