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 1.60% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 185'580 CHF 62'860 CHF 99.24% 99.24%
15.05.2024 1.56% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 191'356 CHF 64'785 CHF 99.15% 99.15%
14.05.2024 1.56% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 191'441 CHF 64'814 CHF 99.01% 99.01%
13.05.2024 1.60% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 185'625 CHF 62'875 CHF 98.27% 98.27%
10.05.2024 1.58% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 188'305 CHF 63'768 CHF 99.22% 99.22%
08.05.2024 1.54% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 192'938 CHF 65'313 CHF 99.23% 99.23%
07.05.2024 1.51% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 197'544 CHF 66'848 CHF 99.24% 99.24%
06.05.2024 1.50% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 197'984 CHF 66'995 CHF 97.72% 97.72%
03.05.2024 1.47% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 202'735 CHF 68'578 CHF 99.18% 99.18%
02.05.2024 1.46% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 204'447 CHF 69'149 CHF 99.23% 99.23%

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