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 1.53% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 194'175 CHF 65'725 CHF 98.49% 98.49%
15.05.2024 1.54% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 193'129 CHF 65'376 CHF 98.31% 98.31%
14.05.2024 1.52% 0.62 CHF 0.63 CHF 300'000 100'000 290'866 96'955 190'204 CHF 64'371 CHF 99.36% 99.36%
13.05.2024 1.46% 0.65 CHF 0.66 CHF 300'000 100'000 289'173 96'391 196'807 CHF 66'566 CHF 98.93% 98.93%
10.05.2024 1.39% 0.70 CHF 0.71 CHF 300'000 100'000 253'426 84'475 180'030 CHF 60'854 CHF 99.22% 99.22%
08.05.2024 1.28% 0.72 CHF 0.73 CHF 225'000 75'000 225'500 75'160 176'426 CHF 59'555 CHF 98.60% 98.60%
07.05.2024 0.99% 0.98 CHF 0.99 CHF 225'000 75'000 225'000 75'000 226'620 CHF 76'290 CHF 94.70% 94.70%
06.05.2024 0.94% 1.04 CHF 1.05 CHF 225'000 75'000 225'000 75'000 237'591 CHF 79'947 CHF 99.36% 99.36%
03.05.2024 1.03% 1.00 CHF 1.01 CHF 225'000 75'000 225'000 75'000 217'244 CHF 73'165 CHF 99.27% 99.27%
02.05.2024 1.03% 0.97 CHF 0.98 CHF 225'000 75'000 225'000 75'000 217'279 CHF 73'176 CHF 99.36% 99.36%

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