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
15.05.2024 0.91% 1.19 CHF 1.20 CHF 300'000 50'000 300'000 50'000 327'849 CHF 55'142 CHF 99.17% 99.17%
14.05.2024 1.14% 0.95 CHF 0.96 CHF 300'000 50'000 300'000 50'000 263'486 CHF 44'414 CHF 99.15% 99.15%
13.05.2024 1.59% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 187'001 CHF 63'334 CHF 98.58% 98.58%
10.05.2024 1.58% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 188'282 CHF 63'761 CHF 99.17% 99.17%
08.05.2024 1.66% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 179'614 CHF 60'871 CHF 99.17% 99.17%
07.05.2024 1.77% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 168'240 CHF 57'080 CHF 97.94% 97.94%
06.05.2024 1.96% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 151'518 CHF 51'506 CHF 99.17% 99.17%
03.05.2024 1.81% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 163'919 CHF 55'640 CHF 99.16% 99.16%
02.05.2024 2.12% 0.48 CHF 0.49 CHF 300'000 100'000 374'392 124'797 174'128 CHF 59'291 CHF 99.15% 99.15%
30.04.2024 2.29% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 194'240 CHF 66'247 CHF 99.17% 99.17%

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