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 1.41% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 210'811 CHF 71'270 CHF 98.48% 98.48%
15.05.2024 1.56% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 191'150 CHF 64'717 CHF 98.33% 98.33%
14.05.2024 1.63% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 183'145 CHF 62'048 CHF 99.36% 99.36%
13.05.2024 1.79% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 166'424 CHF 56'475 CHF 98.93% 98.93%
10.05.2024 1.76% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 168'578 CHF 57'193 CHF 99.37% 99.37%
08.05.2024 1.65% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 180'335 CHF 61'112 CHF 99.35% 99.35%
07.05.2024 1.68% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 177'268 CHF 60'089 CHF 94.65% 94.65%
06.05.2024 1.57% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 189'740 CHF 64'247 CHF 99.36% 99.36%
03.05.2024 1.46% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 203'757 CHF 68'919 CHF 99.36% 99.36%
02.05.2024 1.52% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 196'487 CHF 66'496 CHF 99.36% 99.36%

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