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 6.92% 0.14 CHF 0.15 CHF 750'000 250'000 785'205 261'735 109'558 CHF 39'137 CHF 99.40% 99.40%
14.05.2024 6.18% 0.14 CHF 0.15 CHF 750'000 250'000 750'011 250'004 117'897 CHF 41'799 CHF 99.16% 99.16%
13.05.2024 5.76% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 126'745 CHF 44'748 CHF 98.58% 98.58%
10.05.2024 5.19% 0.18 CHF 0.19 CHF 750'000 250'000 744'031 248'010 140'013 CHF 49'151 CHF 99.17% 99.17%
08.05.2024 5.05% 0.19 CHF 0.20 CHF 750'000 250'000 744'612 248'204 143'651 CHF 50'366 CHF 99.17% 99.17%
07.05.2024 5.06% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 144'465 CHF 50'655 CHF 97.93% 97.93%
06.05.2024 4.83% 0.19 CHF 0.20 CHF 750'000 250'000 717'343 239'114 144'654 CHF 50'609 CHF 99.17% 99.17%
03.05.2024 4.70% 0.20 CHF 0.21 CHF 750'000 250'000 669'470 223'157 138'929 CHF 48'541 CHF 99.17% 99.17%
02.05.2024 5.84% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 124'760 CHF 44'087 CHF 99.15% 99.15%
30.04.2024 5.44% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 134'242 CHF 47'247 CHF 99.17% 99.17%

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