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 1.23% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 485'600 CHF 163'867 CHF 99.54% 99.54%
15.05.2024 1.32% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 451'920 CHF 152'640 CHF 99.45% 99.45%
14.05.2024 1.32% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 452'970 CHF 152'990 CHF 99.55% 99.55%
13.05.2024 1.25% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 476'907 CHF 160'969 CHF 98.92% 98.92%
10.05.2024 1.24% 0.82 CHF 0.83 CHF 600'000 200'000 600'000 200'000 482'356 CHF 162'785 CHF 99.55% 99.55%
08.05.2024 1.30% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 460'120 CHF 155'373 CHF 99.56% 99.56%
07.05.2024 1.26% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 472'653 CHF 159'551 CHF 99.58% 99.58%
06.05.2024 1.32% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 451'181 CHF 152'394 CHF 99.59% 99.59%
03.05.2024 1.41% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 421'387 CHF 142'462 CHF 99.46% 99.46%
02.05.2024 1.47% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 406'489 CHF 137'496 CHF 99.59% 99.59%

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