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 1.39% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 213'951 CHF 72'317 CHF 99.17% 99.17%
15.05.2024 1.63% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 183'483 CHF 62'161 CHF 94.74% 94.74%
14.05.2024 1.92% 0.54 CHF 0.55 CHF 450'000 150'000 446'943 148'981 231'137 CHF 78'536 CHF 99.16% 99.16%
13.05.2024 2.04% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 218'452 CHF 74'317 CHF 98.53% 98.53%
10.05.2024 2.16% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 206'269 CHF 70'257 CHF 99.17% 99.17%
08.05.2024 2.13% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 209'416 CHF 71'305 CHF 99.17% 99.17%
07.05.2024 2.14% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 208'100 CHF 70'867 CHF 97.93% 97.93%
06.05.2024 2.29% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 194'125 CHF 66'208 CHF 99.17% 99.17%
03.05.2024 2.29% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 194'143 CHF 66'214 CHF 99.16% 99.16%
02.05.2024 2.28% 0.41 CHF 0.42 CHF 450'000 150'000 450'000 150'000 195'189 CHF 66'563 CHF 99.15% 99.15%

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