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
22.05.2024 1.73% 0.62 CHF 0.63 CHF 150'000 50'000 163'216 54'402 93'189 CHF 31'605 CHF 99.36% 99.36%
21.05.2024 1.49% 0.67 CHF 0.68 CHF 150'000 50'000 156'424 52'135 105'288 CHF 35'613 CHF 87.00% 87.00%
17.05.2024 0.92% 1.08 CHF 1.09 CHF 150'000 50'000 150'000 50'000 162'951 CHF 54'817 CHF 99.36% 99.36%
16.05.2024 0.78% 1.26 CHF 1.27 CHF 150'000 50'000 150'000 50'000 192'573 CHF 64'691 CHF 98.49% 98.49%
15.05.2024 0.78% 1.28 CHF 1.29 CHF 150'000 50'000 150'000 50'000 191'279 CHF 64'260 CHF 98.31% 98.31%
14.05.2024 0.77% 1.24 CHF 1.25 CHF 150'000 50'000 150'000 50'000 194'447 CHF 65'316 CHF 99.35% 99.35%
13.05.2024 0.74% 1.28 CHF 1.29 CHF 150'000 50'000 150'000 50'000 201'906 CHF 67'802 CHF 98.93% 98.93%
10.05.2024 0.71% 1.38 CHF 1.39 CHF 150'000 50'000 150'000 50'000 210'192 CHF 70'564 CHF 99.22% 99.22%
08.05.2024 0.66% 1.41 CHF 1.42 CHF 150'000 50'000 150'000 50'000 229'012 CHF 76'837 CHF 98.61% 98.61%
07.05.2024 0.52% 1.87 CHF 1.88 CHF 150'000 50'000 150'000 50'000 286'960 CHF 96'153 CHF 94.70% 94.70%

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