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 3.41% 0.29 CHF 0.30 CHF 600'000 200'000 599'009 199'670 172'977 CHF 59'656 CHF 99.17% 99.17%
14.05.2024 3.11% 0.29 CHF 0.30 CHF 600'000 200'000 487'591 162'530 153'678 CHF 52'851 CHF 99.16% 99.16%
13.05.2024 2.97% 0.31 CHF 0.32 CHF 600'000 200'000 484'295 161'432 160'255 CHF 55'033 CHF 98.58% 98.58%
10.05.2024 2.74% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 162'273 CHF 55'591 CHF 99.16% 99.16%
08.05.2024 2.70% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 164'523 CHF 56'341 CHF 99.17% 99.17%
07.05.2024 2.70% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 164'382 CHF 56'294 CHF 97.93% 97.93%
06.05.2024 2.63% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 168'998 CHF 57'833 CHF 99.17% 99.17%
03.05.2024 2.58% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 172'084 CHF 58'862 CHF 99.16% 99.16%
02.05.2024 3.11% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 190'179 CHF 65'393 CHF 99.15% 99.15%
30.04.2024 2.94% 0.32 CHF 0.33 CHF 600'000 200'000 542'415 180'805 181'362 CHF 62'262 CHF 99.17% 99.17%

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