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 2.43% 0.39 CHF 0.40 CHF 750'000 150'000 750'000 150'000 305'006 CHF 62'501 CHF 99.17% 99.17%
15.05.2024 2.61% 0.40 CHF 0.41 CHF 750'000 150'000 750'000 150'000 284'185 CHF 58'337 CHF 94.74% 94.74%
14.05.2024 2.63% 0.40 CHF 0.41 CHF 750'000 150'000 750'000 150'000 281'581 CHF 57'816 CHF 99.15% 99.15%
13.05.2024 2.57% 0.37 CHF 0.38 CHF 750'000 150'000 750'000 150'000 288'032 CHF 59'106 CHF 98.53% 98.53%
10.05.2024 2.54% 0.38 CHF 0.39 CHF 750'000 150'000 750'000 150'000 292'032 CHF 59'906 CHF 99.16% 99.16%
08.05.2024 2.71% 0.38 CHF 0.39 CHF 750'000 150'000 750'000 150'000 272'889 CHF 56'078 CHF 99.17% 99.17%
07.05.2024 2.99% 0.36 CHF 0.37 CHF 750'000 150'000 750'000 150'000 247'520 CHF 51'004 CHF 97.93% 97.93%
06.05.2024 3.01% 0.33 CHF 0.34 CHF 750'000 150'000 750'000 150'000 245'917 CHF 50'683 CHF 99.17% 99.17%
03.05.2024 3.05% 0.33 CHF 0.34 CHF 750'000 150'000 750'000 150'000 242'597 CHF 50'019 CHF 99.16% 99.16%
02.05.2024 3.00% 0.32 CHF 0.33 CHF 750'000 150'000 750'000 150'000 246'223 CHF 50'745 CHF 99.14% 99.14%

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