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 1.09% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 411'585 CHF 138'695 CHF 98.50% 98.50%
15.05.2024 1.03% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 436'612 CHF 147'037 CHF 98.32% 98.32%
14.05.2024 1.05% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 426'230 CHF 143'577 CHF 99.36% 99.36%
13.05.2024 1.08% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 412'599 CHF 139'033 CHF 98.93% 98.93%
10.05.2024 1.18% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 378'462 CHF 127'654 CHF 99.38% 99.38%
08.05.2024 1.33% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 335'356 CHF 113'285 CHF 99.36% 99.36%
07.05.2024 1.53% 0.69 CHF 0.70 CHF 450'000 150'000 449'988 150'000 291'834 CHF 98'781 CHF 94.65% 94.65%
06.05.2024 1.64% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 272'647 CHF 92'383 CHF 99.37% 99.37%
03.05.2024 1.62% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 149'989 276'411 CHF 93'631 CHF 99.35% 99.35%
02.05.2024 1.52% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 293'827 CHF 99'442 CHF 99.36% 99.36%

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