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 1.66% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 179'607 CHF 60'869 CHF 98.48% 98.48%
15.05.2024 1.74% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 170'603 CHF 57'868 CHF 98.33% 98.33%
14.05.2024 1.74% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 170'963 CHF 57'988 CHF 99.35% 99.35%
13.05.2024 1.78% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 166'725 CHF 56'575 CHF 98.93% 98.93%
10.05.2024 1.76% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 168'799 CHF 57'266 CHF 99.36% 99.36%
08.05.2024 1.92% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 154'630 CHF 52'543 CHF 99.36% 99.36%
07.05.2024 1.97% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 151'090 CHF 51'363 CHF 94.63% 94.63%
06.05.2024 1.99% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 149'274 CHF 50'758 CHF 99.37% 99.37%
03.05.2024 2.00% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 148'637 CHF 50'546 CHF 99.37% 99.37%
02.05.2024 2.15% 0.46 CHF 0.47 CHF 300'000 100'000 300'000 100'000 138'030 CHF 47'010 CHF 99.36% 99.36%

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