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 1.43% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 312'159 CHF 105'553 CHF 98.95% 98.95%
15.05.2024 1.52% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 293'068 CHF 99'189 CHF 99.51% 99.51%
14.05.2024 1.60% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 279'208 CHF 94'569 CHF 99.16% 99.16%
13.05.2024 1.82% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 245'204 CHF 83'235 CHF 98.97% 98.97%
10.05.2024 1.59% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 280'210 CHF 94'904 CHF 99.23% 99.23%
08.05.2024 1.51% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 296'094 CHF 100'198 CHF 99.49% 99.49%
07.05.2024 1.58% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 282'615 CHF 95'705 CHF 99.43% 99.43%
06.05.2024 1.65% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 270'736 CHF 91'745 CHF 99.40% 99.40%
03.05.2024 1.65% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 271'003 CHF 91'834 CHF 99.23% 99.23%
02.05.2024 1.72% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 259'582 CHF 88'028 CHF 98.85% 98.85%

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