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 1.21% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 370'134 CHF 124'878 CHF 99.58% 99.58%
15.05.2024 1.34% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 334'875 CHF 113'125 CHF 99.52% 99.52%
14.05.2024 1.34% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 334'827 CHF 113'109 CHF 99.58% 99.58%
13.05.2024 1.25% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 358'158 CHF 120'886 CHF 98.91% 98.91%
10.05.2024 1.23% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 364'020 CHF 122'840 CHF 99.53% 99.53%
08.05.2024 1.32% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 339'758 CHF 114'753 CHF 99.55% 99.55%
07.05.2024 1.28% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 349'255 CHF 117'918 CHF 99.57% 99.57%
06.05.2024 1.37% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 327'361 CHF 110'620 CHF 99.57% 99.57%
03.05.2024 1.50% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 297'770 CHF 100'757 CHF 99.40% 99.40%
02.05.2024 1.58% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 282'952 CHF 95'817 CHF 99.55% 99.55%

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