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 1.62% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 183'824 CHF 62'275 CHF 98.49% 98.49%
15.05.2024 1.63% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 183'007 CHF 62'002 CHF 98.31% 98.31%
14.05.2024 1.60% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 186'201 CHF 63'067 CHF 99.35% 99.35%
13.05.2024 1.54% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 192'867 CHF 65'289 CHF 98.93% 98.93%
10.05.2024 1.48% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 201'091 CHF 68'030 CHF 99.23% 99.23%
08.05.2024 1.36% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 99'999 219'650 CHF 74'216 CHF 98.60% 98.60%
07.05.2024 1.07% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 279'155 CHF 94'052 CHF 94.71% 94.71%
06.05.2024 1.02% 0.96 CHF 0.97 CHF 300'000 100'000 278'734 92'911 270'575 CHF 91'121 CHF 99.36% 99.36%
03.05.2024 1.12% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 267'539 CHF 90'180 CHF 99.27% 99.27%
02.05.2024 1.11% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 267'679 CHF 90'226 CHF 99.36% 99.36%

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