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
14.05.2024 1.50% 0.65 CHF 0.66 CHF 750'000 200'000 750'000 200'000 498'151 CHF 134'840 CHF 99.37% 99.37%
13.05.2024 2.24% 0.44 CHF 0.45 CHF 750'000 200'000 750'011 200'000 331'401 CHF 90'372 CHF 98.93% 98.93%
10.05.2024 2.38% 0.42 CHF 0.43 CHF 750'000 200'000 750'000 200'000 311'803 CHF 85'147 CHF 99.37% 99.37%
08.05.2024 2.42% 0.40 CHF 0.41 CHF 750'000 200'000 750'000 200'000 306'447 CHF 83'719 CHF 99.37% 99.37%
07.05.2024 2.56% 0.41 CHF 0.42 CHF 750'000 200'000 750'000 200'000 289'128 CHF 79'101 CHF 94.71% 94.71%
06.05.2024 2.57% 0.39 CHF 0.40 CHF 750'000 200'000 750'891 200'000 288'681 CHF 78'894 CHF 99.36% 99.36%
03.05.2024 2.71% 0.38 CHF 0.39 CHF 750'000 200'000 864'562 200'000 314'496 CHF 74'843 CHF 99.36% 99.36%
02.05.2024 2.75% 0.35 CHF 0.36 CHF 900'000 200'000 900'000 200'000 323'443 CHF 73'876 CHF 99.36% 99.36%
30.04.2024 2.77% 0.35 CHF 0.36 CHF 900'000 200'000 900'000 200'000 320'259 CHF 73'169 CHF 99.36% 99.36%
29.04.2024 2.57% 0.38 CHF 0.39 CHF 750'000 200'000 773'112 200'000 297'334 CHF 78'941 CHF 99.37% 99.37%

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