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 1.99% 0.49 CHF 0.50 CHF 750'000 150'000 750'000 150'000 373'805 CHF 76'261 CHF 99.17% 99.17%
15.05.2024 2.11% 0.49 CHF 0.50 CHF 750'000 150'000 750'000 150'000 351'934 CHF 71'887 CHF 94.74% 94.74%
14.05.2024 2.11% 0.50 CHF 0.51 CHF 750'000 150'000 750'000 150'000 352'079 CHF 71'916 CHF 99.16% 99.16%
13.05.2024 2.07% 0.46 CHF 0.47 CHF 750'000 150'000 750'000 150'000 357'993 CHF 73'099 CHF 98.53% 98.53%
10.05.2024 2.04% 0.48 CHF 0.49 CHF 750'000 150'000 750'000 150'000 364'126 CHF 74'325 CHF 99.16% 99.16%
08.05.2024 2.16% 0.47 CHF 0.48 CHF 750'000 150'000 750'000 150'000 344'178 CHF 70'336 CHF 99.17% 99.17%
07.05.2024 2.31% 0.45 CHF 0.46 CHF 750'000 150'000 750'000 150'000 320'415 CHF 65'583 CHF 97.93% 97.93%
06.05.2024 2.35% 0.42 CHF 0.43 CHF 750'000 150'000 750'000 150'000 316'146 CHF 64'729 CHF 99.17% 99.17%
03.05.2024 2.37% 0.42 CHF 0.43 CHF 750'000 150'000 750'000 150'000 312'851 CHF 64'070 CHF 99.15% 99.15%
02.05.2024 2.33% 0.42 CHF 0.43 CHF 750'000 150'000 750'000 150'000 317'803 CHF 65'061 CHF 99.14% 99.14%

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