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 1.19% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 376'189 CHF 126'896 CHF 99.59% 99.59%
16.05.2024 1.22% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 367'125 CHF 123'875 CHF 99.70% 99.70%
15.05.2024 1.20% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 371'973 CHF 125'491 CHF 99.70% 99.70%
14.05.2024 1.23% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 363'157 CHF 122'552 CHF 99.58% 99.58%
13.05.2024 1.22% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 366'944 CHF 123'815 CHF 98.99% 98.99%
10.05.2024 1.25% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 358'842 CHF 121'114 CHF 99.36% 99.36%
08.05.2024 1.39% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 322'480 CHF 108'993 CHF 99.59% 99.59%
07.05.2024 1.42% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 315'220 CHF 106'573 CHF 99.58% 99.58%
06.05.2024 1.55% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 288'578 CHF 97'693 CHF 99.59% 99.59%
03.05.2024 1.56% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 285'353 CHF 96'618 CHF 99.72% 99.72%

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