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 1.80% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 165'295 CHF 56'098 CHF 98.48% 98.48%
15.05.2024 1.97% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 150'925 CHF 51'308 CHF 98.33% 98.33%
14.05.2024 2.06% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 144'550 CHF 49'183 CHF 99.36% 99.36%
13.05.2024 2.27% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 130'557 CHF 44'519 CHF 98.93% 98.93%
10.05.2024 2.21% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 134'361 CHF 45'787 CHF 99.37% 99.37%
08.05.2024 2.09% 0.46 CHF 0.47 CHF 300'000 100'000 300'000 100'000 141'895 CHF 48'298 CHF 99.35% 99.35%
07.05.2024 2.12% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 139'890 CHF 47'630 CHF 94.65% 94.65%
06.05.2024 1.98% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 149'827 CHF 50'942 CHF 99.36% 99.36%
03.05.2024 1.87% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 159'150 CHF 54'050 CHF 99.36% 99.36%
02.05.2024 1.87% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 158'643 CHF 53'881 CHF 99.36% 99.36%

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