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 1.42% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 315'762 CHF 106'754 CHF 99.74% 99.74%
15.05.2024 1.55% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 384'854 CHF 130'285 CHF 99.45% 99.45%
14.05.2024 1.54% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 385'678 CHF 130'559 CHF 99.56% 99.56%
13.05.2024 1.45% 0.67 CHF 0.68 CHF 600'000 200'000 471'603 157'201 322'799 CHF 109'172 CHF 98.92% 98.92%
10.05.2024 1.43% 0.71 CHF 0.72 CHF 450'000 150'000 453'106 151'035 314'636 CHF 106'389 CHF 99.58% 99.58%
08.05.2024 1.52% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 392'884 CHF 132'961 CHF 99.58% 99.58%
07.05.2024 1.47% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 405'348 CHF 137'116 CHF 99.57% 99.57%
06.05.2024 1.56% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 382'510 CHF 129'503 CHF 99.57% 99.57%
03.05.2024 1.69% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 352'529 CHF 119'510 CHF 99.42% 99.42%
02.05.2024 1.77% 0.55 CHF 0.56 CHF 600'000 200'000 600'000 200'000 336'735 CHF 114'245 CHF 99.57% 99.57%

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