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 2.98% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 198'622 CHF 68'207 CHF 99.17% 99.17%
15.05.2024 3.12% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 189'410 CHF 65'137 CHF 94.74% 94.74%
14.05.2024 3.09% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 191'094 CHF 65'698 CHF 99.16% 99.16%
13.05.2024 3.11% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 190'362 CHF 65'454 CHF 98.53% 98.53%
10.05.2024 3.05% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 194'017 CHF 66'672 CHF 99.17% 99.17%
08.05.2024 3.25% 0.31 CHF 0.32 CHF 600'000 200'000 648'038 216'013 196'057 CHF 67'513 CHF 99.17% 99.17%
07.05.2024 3.15% 0.34 CHF 0.35 CHF 600'000 200'000 640'651 213'550 199'763 CHF 68'723 CHF 97.93% 97.93%
06.05.2024 3.58% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 205'926 CHF 71'142 CHF 99.17% 99.17%
03.05.2024 3.51% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 209'852 CHF 72'451 CHF 99.17% 99.17%
02.05.2024 3.92% 0.26 CHF 0.27 CHF 750'000 250'000 750'000 250'000 187'622 CHF 65'041 CHF 99.14% 99.14%

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