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 1.26% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 356'309 CHF 120'270 CHF 99.45% 99.45%
15.05.2024 1.29% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 346'690 CHF 117'063 CHF 99.19% 99.19%
14.05.2024 1.31% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 340'501 CHF 115'000 CHF 97.51% 97.51%
13.05.2024 1.31% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 342'602 CHF 115'701 CHF 99.38% 99.38%
10.05.2024 1.27% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 353'227 CHF 119'242 CHF 98.57% 98.57%
08.05.2024 1.39% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 321'546 CHF 108'682 CHF 99.39% 99.39%
07.05.2024 1.34% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 333'170 CHF 112'557 CHF 99.41% 99.41%
06.05.2024 1.34% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 332'862 CHF 112'454 CHF 99.38% 99.38%
03.05.2024 1.38% 0.68 CHF 0.69 CHF 600'000 200'000 471'938 157'313 339'502 CHF 114'741 CHF 99.31% 99.31%
02.05.2024 1.34% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 332'816 CHF 112'439 CHF 99.36% 99.36%

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