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 1.87% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 159'161 CHF 54'054 CHF 99.17% 99.17%
15.05.2024 2.40% 0.47 CHF 0.48 CHF 300'000 100'000 300'000 100'000 124'227 CHF 42'409 CHF 94.74% 94.74%
14.05.2024 3.11% 0.34 CHF 0.35 CHF 300'000 100'000 361'327 120'442 113'746 CHF 39'120 CHF 99.16% 99.16%
13.05.2024 3.47% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 128'080 CHF 44'193 CHF 98.53% 98.53%
10.05.2024 3.81% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 116'307 CHF 40'269 CHF 99.17% 99.17%
08.05.2024 3.68% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 120'419 CHF 41'640 CHF 99.17% 99.17%
07.05.2024 3.70% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 119'488 CHF 41'329 CHF 97.93% 97.93%
06.05.2024 4.13% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 106'836 CHF 37'112 CHF 99.17% 99.17%
03.05.2024 4.10% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 108'041 CHF 37'514 CHF 99.16% 99.16%
02.05.2024 4.00% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 110'644 CHF 38'381 CHF 99.13% 99.13%

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