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
14.05.2024 2.89% 0.34 CHF 0.35 CHF 750'000 250'000 750'000 250'000 256'211 CHF 87'904 CHF 93.83% 93.83%
13.05.2024 3.06% 0.33 CHF 0.34 CHF 750'000 250'000 750'000 250'000 241'258 CHF 82'919 CHF 92.06% 92.06%
10.05.2024 3.24% 0.31 CHF 0.32 CHF 750'000 250'000 750'000 250'000 227'993 CHF 78'498 CHF 96.32% 96.32%
08.05.2024 3.32% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 222'564 CHF 76'688 CHF 98.88% 98.88%
07.05.2024 4.98% 0.21 CHF 0.22 CHF 900'000 300'000 900'000 300'000 176'599 CHF 61'866 CHF 99.54% 99.54%
06.05.2024 5.13% 0.18 CHF 0.19 CHF 1'000'000 400'000 917'081 317'081 174'302 CHF 63'321 CHF 97.29% 97.29%
03.05.2024 5.32% 0.18 CHF 0.19 CHF 1'000'000 400'000 961'854 361'854 176'036 CHF 69'717 CHF 99.29% 99.29%
02.05.2024 5.62% 0.18 CHF 0.19 CHF 1'000'000 400'000 997'188 397'188 172'554 CHF 72'690 CHF 99.42% 99.42%
30.04.2024 4.76% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 184'841 CHF 64'614 CHF 99.28% 99.28%
29.04.2024 5.12% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 171'439 CHF 60'146 CHF 98.10% 98.10%

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