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 1.33% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 447'893 CHF 151'298 CHF 98.47% 98.47%
15.05.2024 1.42% 0.74 CHF 0.75 CHF 600'000 200'000 638'620 212'873 447'480 CHF 151'289 CHF 98.33% 98.33%
14.05.2024 1.61% 0.66 CHF 0.67 CHF 750'000 250'000 750'000 250'000 462'556 CHF 156'685 CHF 99.36% 99.36%
13.05.2024 1.56% 0.61 CHF 0.62 CHF 750'000 250'000 750'000 250'000 476'182 CHF 161'227 CHF 98.93% 98.93%
10.05.2024 1.56% 0.63 CHF 0.64 CHF 750'000 250'000 750'000 250'000 477'596 CHF 161'699 CHF 99.38% 99.38%
08.05.2024 1.58% 0.62 CHF 0.63 CHF 750'000 250'000 750'000 250'000 470'320 CHF 159'273 CHF 99.36% 99.36%
07.05.2024 1.72% 0.58 CHF 0.59 CHF 750'000 250'000 750'000 250'000 432'563 CHF 146'688 CHF 94.66% 94.66%
06.05.2024 2.64% 0.39 CHF 0.40 CHF 750'000 250'000 750'000 250'000 281'018 CHF 96'173 CHF 99.37% 99.37%
03.05.2024 3.35% 0.33 CHF 0.34 CHF 750'000 250'000 750'000 250'000 221'808 CHF 76'436 CHF 99.35% 99.35%
02.05.2024 4.13% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 177'904 CHF 61'801 CHF 99.37% 99.37%

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