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
15.05.2024 1.56% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 191'654 CHF 64'885 CHF 99.17% 99.17%
14.05.2024 2.18% 0.51 CHF 0.52 CHF 300'000 100'000 303'451 100'000 138'600 CHF 46'763 CHF 99.16% 99.16%
13.05.2024 3.49% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 126'866 CHF 43'789 CHF 98.58% 98.58%
10.05.2024 3.43% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 129'401 CHF 44'634 CHF 99.17% 99.17%
08.05.2024 3.62% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 122'246 CHF 42'249 CHF 99.17% 99.17%
07.05.2024 3.98% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 111'360 CHF 38'620 CHF 97.94% 97.94%
06.05.2024 4.62% 0.22 CHF 0.23 CHF 450'000 150'000 456'263 152'088 96'535 CHF 33'699 CHF 99.17% 99.17%
03.05.2024 4.02% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 110'003 CHF 38'168 CHF 99.16% 99.16%
02.05.2024 4.98% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 117'724 CHF 41'241 CHF 99.15% 99.15%
30.04.2024 5.45% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 107'248 CHF 37'749 CHF 99.16% 99.16%

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