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
14.05.2024 2.26% 0.42 CHF 0.43 CHF 750'000 200'000 735'765 200'000 323'251 CHF 89'827 CHF 99.37% 99.37%
13.05.2024 4.61% 0.21 CHF 0.22 CHF 900'000 300'000 892'117 297'384 189'325 CHF 66'085 CHF 98.93% 98.93%
10.05.2024 5.16% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 169'939 CHF 59'646 CHF 99.37% 99.37%
08.05.2024 5.29% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 165'804 CHF 58'268 CHF 99.36% 99.36%
07.05.2024 5.94% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 147'504 CHF 52'168 CHF 94.71% 94.71%
06.05.2024 5.95% 0.16 CHF 0.17 CHF 900'000 300'000 901'975 301'975 147'278 CHF 52'310 CHF 99.36% 99.36%
03.05.2024 6.61% 0.16 CHF 0.17 CHF 900'000 300'000 978'803 378'803 143'304 CHF 59'122 CHF 99.36% 99.36%
02.05.2024 6.75% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 143'349 CHF 61'340 CHF 99.37% 99.37%
30.04.2024 6.81% 0.14 CHF 0.15 CHF 1'000'000 400'000 999'790 399'790 142'165 CHF 60'844 CHF 99.36% 99.36%
29.04.2024 5.84% 0.16 CHF 0.17 CHF 900'000 300'000 901'109 301'109 149'795 CHF 53'061 CHF 99.37% 99.37%

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