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
15.05.2024 2.94% 0.34 CHF 0.35 CHF 450'000 100'000 450'000 100'000 150'680 CHF 34'485 CHF 98.31% 98.31%
14.05.2024 2.94% 0.34 CHF 0.35 CHF 450'000 100'000 450'000 100'000 150'669 CHF 34'482 CHF 99.36% 99.36%
13.05.2024 3.11% 0.32 CHF 0.33 CHF 450'000 100'000 450'000 100'000 142'596 CHF 32'688 CHF 98.93% 98.93%
10.05.2024 3.02% 0.34 CHF 0.35 CHF 450'000 100'000 450'000 100'000 146'940 CHF 33'653 CHF 99.38% 99.38%
08.05.2024 3.32% 0.30 CHF 0.31 CHF 450'000 100'000 450'000 100'000 133'208 CHF 30'602 CHF 99.36% 99.36%
07.05.2024 3.70% 0.29 CHF 0.30 CHF 450'000 100'000 450'000 100'000 119'490 CHF 27'553 CHF 94.70% 94.70%
06.05.2024 3.37% 0.30 CHF 0.31 CHF 450'000 100'000 450'000 100'000 131'319 CHF 30'182 CHF 99.36% 99.36%
03.05.2024 3.52% 0.28 CHF 0.29 CHF 450'000 100'000 450'000 100'000 125'645 CHF 28'921 CHF 99.36% 99.36%
02.05.2024 3.71% 0.27 CHF 0.28 CHF 450'000 100'000 450'000 100'000 118'947 CHF 27'433 CHF 99.36% 99.36%
30.04.2024 3.86% 0.26 CHF 0.27 CHF 450'000 100'000 450'000 100'000 114'686 CHF 26'486 CHF 99.37% 99.37%

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