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 1.37% 0.74 CHF 0.75 CHF 300'000 150'000 300'000 150'000 218'102 CHF 110'551 CHF 99.17% 99.17%
15.05.2024 1.65% 0.66 CHF 0.67 CHF 300'000 150'000 300'000 150'000 181'231 CHF 92'116 CHF 94.74% 94.74%
14.05.2024 1.99% 0.53 CHF 0.54 CHF 300'000 150'000 300'000 150'000 149'978 CHF 76'489 CHF 99.16% 99.16%
13.05.2024 2.16% 0.48 CHF 0.49 CHF 300'000 150'000 300'000 150'000 137'445 CHF 70'223 CHF 98.53% 98.53%
10.05.2024 2.33% 0.46 CHF 0.47 CHF 300'000 150'000 300'000 150'000 127'679 CHF 65'340 CHF 99.17% 99.17%
08.05.2024 2.27% 0.43 CHF 0.44 CHF 300'000 150'000 300'000 150'000 130'776 CHF 66'888 CHF 99.17% 99.17%
07.05.2024 2.30% 0.45 CHF 0.46 CHF 300'000 150'000 300'000 150'000 129'042 CHF 66'021 CHF 97.93% 97.93%
06.05.2024 2.51% 0.40 CHF 0.41 CHF 300'000 150'000 300'000 150'000 118'088 CHF 60'544 CHF 99.17% 99.17%
03.05.2024 2.52% 0.41 CHF 0.42 CHF 300'000 150'000 314'741 150'000 123'328 CHF 60'465 CHF 99.17% 99.17%
02.05.2024 2.49% 0.37 CHF 0.38 CHF 450'000 150'000 324'473 150'000 128'233 CHF 61'119 CHF 99.15% 99.15%

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