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 1.57% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 189'197 CHF 64'066 CHF 98.48% 98.48%
15.05.2024 1.64% 0.62 CHF 0.63 CHF 300'000 100'000 310'818 103'606 187'450 CHF 63'519 CHF 98.33% 98.33%
14.05.2024 1.64% 0.64 CHF 0.65 CHF 300'000 100'000 348'437 116'146 210'432 CHF 71'306 CHF 99.36% 99.36%
13.05.2024 1.83% 0.54 CHF 0.55 CHF 450'000 150'000 448'646 149'549 243'516 CHF 82'667 CHF 98.93% 98.93%
10.05.2024 1.85% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 240'460 CHF 81'653 CHF 99.37% 99.37%
08.05.2024 2.07% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 215'355 CHF 73'285 CHF 99.35% 99.35%
07.05.2024 2.22% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 200'609 CHF 68'370 CHF 94.72% 94.72%
06.05.2024 2.22% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 200'129 CHF 68'210 CHF 99.36% 99.36%
03.05.2024 2.37% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 188'313 CHF 64'271 CHF 99.35% 99.35%
02.05.2024 2.70% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 164'501 CHF 56'334 CHF 99.36% 99.36%

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