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 2.58% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 171'951 CHF 58'817 CHF 98.49% 98.49%
15.05.2024 2.99% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 148'355 CHF 50'952 CHF 98.34% 98.34%
14.05.2024 3.16% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 140'598 CHF 48'366 CHF 99.37% 99.37%
13.05.2024 3.15% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 140'557 CHF 48'352 CHF 98.95% 98.95%
10.05.2024 3.04% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 146'021 CHF 50'174 CHF 99.39% 99.39%
08.05.2024 3.31% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 133'864 CHF 46'121 CHF 99.39% 99.39%
07.05.2024 3.79% 0.28 CHF 0.29 CHF 450'000 150'000 564'944 188'315 146'060 CHF 50'570 CHF 94.67% 94.67%
06.05.2024 3.84% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 153'311 CHF 53'104 CHF 99.38% 99.38%
03.05.2024 4.54% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 129'757 CHF 45'252 CHF 99.36% 99.36%
02.05.2024 5.11% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 114'562 CHF 40'187 CHF 99.38% 99.38%

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