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
17.05.2024 1.19% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 376'178 CHF 126'893 CHF 99.59% 99.59%
16.05.2024 1.22% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 367'127 CHF 123'876 CHF 99.59% 99.59%
15.05.2024 1.20% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 371'953 CHF 125'484 CHF 99.45% 99.45%
14.05.2024 1.23% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 363'140 CHF 122'546 CHF 99.59% 99.59%
13.05.2024 1.22% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 366'937 CHF 123'812 CHF 98.96% 98.96%
10.05.2024 1.25% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 358'969 CHF 121'156 CHF 99.46% 99.46%
08.05.2024 1.38% 0.72 CHF 0.73 CHF 450'000 150'000 556'973 185'658 399'351 CHF 134'974 CHF 99.56% 99.56%
07.05.2024 1.42% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 420'926 CHF 142'309 CHF 99.59% 99.59%
06.05.2024 1.54% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 386'996 CHF 130'999 CHF 99.74% 99.74%
03.05.2024 1.55% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 383'922 CHF 129'974 CHF 99.69% 99.69%

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