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 1.72% 0.57 CHF 0.58 CHF 600'000 200'000 600'000 200'000 346'644 CHF 117'548 CHF 98.48% 98.48%
15.05.2024 1.84% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 322'712 CHF 109'571 CHF 98.33% 98.33%
14.05.2024 1.88% 0.55 CHF 0.56 CHF 600'000 200'000 600'000 200'000 316'839 CHF 107'613 CHF 99.36% 99.36%
13.05.2024 1.89% 0.52 CHF 0.53 CHF 600'000 200'000 600'000 200'000 314'880 CHF 106'960 CHF 98.94% 98.94%
10.05.2024 1.86% 0.52 CHF 0.53 CHF 600'000 200'000 600'000 200'000 319'215 CHF 108'405 CHF 99.38% 99.38%
08.05.2024 1.95% 0.52 CHF 0.53 CHF 600'000 200'000 600'000 200'000 305'210 CHF 103'737 CHF 99.37% 99.37%
07.05.2024 2.07% 0.50 CHF 0.51 CHF 600'000 200'000 600'000 200'000 286'652 CHF 97'551 CHF 94.65% 94.65%
06.05.2024 2.08% 0.48 CHF 0.49 CHF 600'000 200'000 600'000 200'000 285'195 CHF 97'065 CHF 99.36% 99.36%
03.05.2024 2.25% 0.45 CHF 0.46 CHF 600'000 200'000 600'000 200'000 263'538 CHF 89'846 CHF 99.35% 99.35%
02.05.2024 2.36% 0.42 CHF 0.43 CHF 600'000 200'000 600'000 200'000 251'279 CHF 85'760 CHF 99.37% 99.37%

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