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 2.69% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 165'340 CHF 56'614 CHF 99.74% 99.74%
15.05.2024 3.19% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 185'234 CHF 63'745 CHF 99.45% 99.45%
14.05.2024 3.18% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 186'120 CHF 64'040 CHF 99.58% 99.58%
13.05.2024 2.78% 0.34 CHF 0.35 CHF 600'000 200'000 586'620 195'540 207'746 CHF 71'204 CHF 98.90% 98.90%
10.05.2024 2.69% 0.38 CHF 0.39 CHF 450'000 150'000 567'607 189'202 207'511 CHF 71'062 CHF 99.57% 99.57%
08.05.2024 3.00% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 197'204 CHF 67'735 CHF 99.57% 99.57%
07.05.2024 2.82% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 209'732 CHF 71'911 CHF 99.57% 99.57%
06.05.2024 3.12% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 189'846 CHF 65'282 CHF 99.57% 99.57%
03.05.2024 3.61% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 163'723 CHF 56'574 CHF 99.44% 99.44%
02.05.2024 3.92% 0.24 CHF 0.25 CHF 600'000 200'000 603'056 201'019 151'027 CHF 52'353 CHF 99.60% 99.60%

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