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
14.05.2024 1.52% 0.60 CHF 0.61 CHF 450'000 150'000 306'027 102'009 199'119 CHF 67'393 CHF 98.35% 98.35%
13.05.2024 1.55% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 191'851 CHF 64'950 CHF 98.54% 98.54%
10.05.2024 1.60% 0.64 CHF 0.65 CHF 300'000 100'000 424'067 141'356 263'277 CHF 89'173 CHF 99.56% 99.56%
08.05.2024 1.66% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 269'251 CHF 91'251 CHF 99.59% 99.59%
07.05.2024 1.69% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 263'293 CHF 89'265 CHF 99.59% 99.59%
06.05.2024 1.73% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 257'433 CHF 87'311 CHF 99.58% 99.58%
03.05.2024 1.77% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 251'409 CHF 85'303 CHF 99.36% 99.36%
02.05.2024 1.73% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 258'129 CHF 87'543 CHF 99.57% 99.57%
30.04.2024 1.72% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 259'080 CHF 87'860 CHF 92.88% 92.88%
29.04.2024 1.78% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 251'203 CHF 85'235 CHF 99.60% 99.60%

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