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 3.83% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 192'503 CHF 66'668 CHF 98.47% 98.47%
15.05.2024 3.79% 0.27 CHF 0.28 CHF 750'000 250'000 749'982 250'000 194'986 CHF 67'497 CHF 98.33% 98.33%
14.05.2024 4.95% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 148'133 CHF 51'878 CHF 99.36% 99.36%
13.05.2024 4.55% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 161'191 CHF 56'230 CHF 98.93% 98.93%
10.05.2024 4.21% 0.23 CHF 0.24 CHF 750'000 250'000 749'880 250'000 174'537 CHF 60'689 CHF 99.36% 99.36%
08.05.2024 4.86% 0.20 CHF 0.21 CHF 750'000 250'000 749'933 250'000 150'904 CHF 52'806 CHF 99.35% 99.35%
07.05.2024 5.76% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 126'639 CHF 44'713 CHF 94.64% 94.64%
06.05.2024 6.42% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 113'216 CHF 40'239 CHF 99.37% 99.37%
03.05.2024 7.46% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 99'017 CHF 35'506 CHF 99.36% 99.36%
02.05.2024 8.81% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 81'647 CHF 29'716 CHF 99.36% 99.36%

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