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 1.70% 1.15 CHF 1.17 CHF 200'000 200'000 200'000 200'000 233'081 CHF 237'081 CHF 98.59% 98.59%
15.05.2024 1.33% 1.07 CHF 1.09 CHF 200'000 200'000 200'000 200'000 194'028 CHF 196'654 CHF 94.34% 94.34%
14.05.2024 1.21% 0.88 CHF 0.89 CHF 200'000 200'000 200'000 200'000 164'428 CHF 166'428 CHF 98.94% 98.94%
13.05.2024 1.21% 0.83 CHF 0.84 CHF 200'000 200'000 200'000 200'000 164'834 CHF 166'834 CHF 95.49% 95.49%
10.05.2024 1.32% 0.79 CHF 0.80 CHF 200'000 200'000 200'000 200'000 151'070 CHF 153'070 CHF 97.11% 97.11%
08.05.2024 1.86% 0.55 CHF 0.56 CHF 200'000 200'000 200'000 200'000 106'670 CHF 108'670 CHF 99.32% 99.32%
07.05.2024 2.45% 0.47 CHF 0.48 CHF 200'000 200'000 200'000 200'000 81'109 CHF 83'109 CHF 84.49% 84.49%
06.05.2024 3.43% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 57'672 CHF 59'672 CHF 92.67% 92.67%
03.05.2024 4.20% 0.23 CHF 0.24 CHF 220'000 200'000 217'755 200'000 50'852 CHF 48'825 CHF 92.85% 92.85%
02.05.2024 4.26% 0.20 CHF 0.21 CHF 250'000 200'000 219'586 200'000 50'505 CHF 48'297 CHF 92.88% 92.88%

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