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 1.91% 0.52 CHF 0.53 CHF 300'000 100'000 334'861 111'620 173'235 CHF 58'861 CHF 99.17% 99.17%
15.05.2024 1.77% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 167'612 CHF 56'871 CHF 94.73% 94.73%
14.05.2024 1.94% 0.54 CHF 0.55 CHF 300'000 100'000 389'504 129'835 198'325 CHF 67'407 CHF 99.16% 99.16%
13.05.2024 1.93% 0.51 CHF 0.52 CHF 450'000 150'000 449'994 149'998 230'997 CHF 78'499 CHF 98.53% 98.53%
10.05.2024 1.86% 0.53 CHF 0.54 CHF 450'000 150'000 384'478 128'159 203'964 CHF 69'270 CHF 99.17% 99.17%
08.05.2024 1.92% 0.50 CHF 0.51 CHF 450'000 150'000 426'036 142'012 218'717 CHF 74'326 CHF 99.17% 99.17%
07.05.2024 2.03% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 219'624 CHF 74'708 CHF 97.93% 97.93%
06.05.2024 2.27% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 196'051 CHF 66'850 CHF 99.17% 99.17%
03.05.2024 2.25% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 198'230 CHF 67'577 CHF 99.17% 99.17%
02.05.2024 2.40% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 185'144 CHF 63'215 CHF 99.15% 99.15%

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