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
17.05.2024 0.51% 1.99 CHF 2.00 CHF 450'000 150'000 450'000 150'000 887'599 CHF 297'366 CHF 97.37% 97.37%
16.05.2024 0.48% 2.02 CHF 2.03 CHF 450'000 150'000 450'000 150'000 930'104 CHF 311'535 CHF 93.07% 93.07%
15.05.2024 0.49% 2.09 CHF 2.10 CHF 450'000 150'000 450'000 150'000 910'955 CHF 305'152 CHF 98.32% 98.32%
14.05.2024 0.51% 1.99 CHF 2.00 CHF 450'000 150'000 450'000 150'000 872'515 CHF 292'338 CHF 99.36% 99.36%
13.05.2024 0.50% 1.97 CHF 1.98 CHF 450'000 150'000 450'000 150'000 904'203 CHF 302'901 CHF 98.50% 98.50%
10.05.2024 0.46% 2.16 CHF 2.17 CHF 450'000 150'000 450'000 150'000 970'273 CHF 324'924 CHF 99.36% 99.36%
08.05.2024 0.50% 1.98 CHF 1.99 CHF 450'000 150'000 450'000 150'000 901'240 CHF 301'913 CHF 99.35% 99.35%
07.05.2024 0.52% 1.95 CHF 1.96 CHF 450'000 150'000 450'000 150'000 864'722 CHF 289'741 CHF 94.62% 94.62%
06.05.2024 0.53% 1.93 CHF 1.94 CHF 450'000 150'000 450'000 150'000 849'778 CHF 284'759 CHF 99.37% 99.37%
03.05.2024 0.55% 1.84 CHF 1.85 CHF 450'000 150'000 450'000 150'000 814'695 CHF 273'065 CHF 99.33% 99.33%

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