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
23.05.2024 1.19% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 250'963 CHF 84'654 CHF 95.80% 95.80%
22.05.2024 1.17% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 256'221 CHF 86'407 CHF 99.46% 99.46%
21.05.2024 1.18% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 253'227 CHF 85'409 CHF 96.90% 96.90%
17.05.2024 1.29% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 231'661 CHF 78'220 CHF 99.34% 99.34%
16.05.2024 1.35% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 220'634 CHF 74'545 CHF 98.94% 98.94%
15.05.2024 1.45% 0.70 CHF 0.71 CHF 450'000 150'000 449'659 149'886 307'664 CHF 104'054 CHF 99.28% 99.28%
14.05.2024 1.53% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 291'315 CHF 98'605 CHF 99.20% 99.20%
13.05.2024 1.77% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 252'785 CHF 85'762 CHF 98.93% 98.93%
10.05.2024 1.53% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 292'300 CHF 98'933 CHF 99.46% 99.46%
08.05.2024 1.44% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 310'581 CHF 105'027 CHF 99.51% 99.51%

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