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
24.05.2024 1.60% 0.62 CHF 0.63 CHF 200'000 200'000 200'000 200'000 124'250 CHF 126'250 CHF 99.53% 99.53%
23.05.2024 1.64% 0.61 CHF 0.62 CHF 200'000 200'000 200'000 200'000 120'703 CHF 122'703 CHF 99.56% 99.56%
22.05.2024 1.61% 0.60 CHF 0.61 CHF 200'000 200'000 200'000 200'000 123'219 CHF 125'219 CHF 98.35% 98.35%
21.05.2024 1.67% 0.60 CHF 0.61 CHF 200'000 200'000 200'000 200'000 118'810 CHF 120'810 CHF 99.56% 99.56%
17.05.2024 1.77% 0.56 CHF 0.57 CHF 200'000 200'000 200'000 200'000 112'262 CHF 114'262 CHF 99.50% 99.50%
16.05.2024 1.82% 0.55 CHF 0.56 CHF 200'000 200'000 200'000 200'000 108'914 CHF 110'914 CHF 99.54% 99.54%
15.05.2024 1.88% 0.53 CHF 0.54 CHF 200'000 200'000 200'000 200'000 105'578 CHF 107'578 CHF 99.50% 99.50%
14.05.2024 1.90% 0.53 CHF 0.54 CHF 200'000 200'000 200'000 200'000 104'364 CHF 106'364 CHF 99.55% 99.55%
13.05.2024 1.83% 0.53 CHF 0.54 CHF 200'000 200'000 200'000 200'000 108'047 CHF 110'047 CHF 99.51% 99.51%
10.05.2024 1.84% 0.56 CHF 0.57 CHF 200'000 200'000 200'000 200'000 107'761 CHF 109'761 CHF 97.87% 97.87%

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