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 1.74% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 255'858 CHF 86'786 CHF 97.78% 97.78%
15.05.2024 1.90% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 234'088 CHF 79'529 CHF 98.06% 98.06%
14.05.2024 1.80% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 248'059 CHF 84'186 CHF 92.35% 92.35%
13.05.2024 1.76% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 253'172 CHF 85'891 CHF 90.59% 90.59%
10.05.2024 1.76% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 253'699 CHF 86'066 CHF 95.73% 95.73%
08.05.2024 1.87% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 238'411 CHF 80'970 CHF 93.88% 93.88%
07.05.2024 2.02% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 220'443 CHF 74'981 CHF 92.90% 92.90%
06.05.2024 2.21% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 201'977 CHF 68'826 CHF 97.17% 97.17%
03.05.2024 2.34% 0.39 CHF 0.40 CHF 600'000 200'000 472'262 157'421 198'744 CHF 67'822 CHF 98.03% 98.03%
02.05.2024 2.20% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 202'275 CHF 68'925 CHF 96.07% 96.07%

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