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 1.69% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 264'433 CHF 89'644 CHF 99.58% 99.58%
15.05.2024 1.92% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 232'066 CHF 78'856 CHF 99.70% 99.70%
14.05.2024 1.92% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 232'488 CHF 78'996 CHF 99.61% 99.61%
13.05.2024 1.75% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 254'815 CHF 86'438 CHF 98.92% 98.92%
10.05.2024 1.71% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 260'922 CHF 88'474 CHF 99.54% 99.54%
08.05.2024 1.87% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 238'862 CHF 81'121 CHF 99.56% 99.56%
07.05.2024 1.79% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 248'797 CHF 84'432 CHF 99.58% 99.58%
06.05.2024 1.96% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 227'368 CHF 77'289 CHF 99.58% 99.58%
03.05.2024 2.21% 0.48 CHF 0.49 CHF 450'000 150'000 571'641 190'547 255'025 CHF 86'914 CHF 99.48% 99.48%
02.05.2024 2.36% 0.40 CHF 0.41 CHF 600'000 200'000 567'997 189'332 237'683 CHF 81'121 CHF 99.56% 99.56%

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