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 1.31% 0.81 CHF 0.82 CHF 250'000 100'000 250'000 100'000 190'485 CHF 77'194 CHF 99.17% 99.17%
15.05.2024 1.29% 0.77 CHF 0.78 CHF 250'000 100'000 250'000 100'000 193'402 CHF 78'361 CHF 94.70% 94.70%
14.05.2024 1.32% 0.74 CHF 0.75 CHF 250'000 100'000 250'000 100'000 187'820 CHF 76'128 CHF 99.17% 99.17%
13.05.2024 1.33% 0.74 CHF 0.75 CHF 250'000 100'000 250'000 100'000 187'505 CHF 76'002 CHF 98.69% 98.69%
10.05.2024 1.37% 0.76 CHF 0.77 CHF 250'000 100'000 250'000 100'000 181'697 CHF 73'679 CHF 99.17% 99.17%
08.05.2024 1.64% 0.64 CHF 0.65 CHF 250'000 100'000 250'000 100'000 150'937 CHF 61'375 CHF 99.17% 99.17%
07.05.2024 1.58% 0.59 CHF 0.60 CHF 250'000 100'000 250'000 100'000 156'954 CHF 63'782 CHF 97.18% 97.18%
06.05.2024 1.85% 0.57 CHF 0.58 CHF 250'000 100'000 250'000 100'000 134'283 CHF 54'713 CHF 99.17% 99.17%
03.05.2024 1.93% 0.50 CHF 0.51 CHF 250'000 100'000 250'000 100'000 128'151 CHF 52'260 CHF 99.17% 99.17%
02.05.2024 1.99% 0.50 CHF 0.51 CHF 250'000 100'000 250'000 100'000 124'670 CHF 50'868 CHF 99.12% 99.12%

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