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
24.05.2024 1.43% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 313'092 CHF 105'864 CHF 98.15% 98.15%
23.05.2024 1.48% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 301'080 CHF 101'860 CHF 95.19% 95.19%
22.05.2024 1.48% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 302'647 CHF 102'382 CHF 98.48% 98.48%
21.05.2024 1.47% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 303'206 CHF 102'569 CHF 95.50% 95.50%
17.05.2024 1.56% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 286'777 CHF 97'092 CHF 97.53% 97.53%
16.05.2024 1.75% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 255'696 CHF 86'732 CHF 98.31% 98.31%
15.05.2024 1.76% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 254'493 CHF 86'331 CHF 98.15% 98.15%
14.05.2024 1.59% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 281'335 CHF 95'278 CHF 98.75% 98.75%
13.05.2024 1.49% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 299'262 CHF 101'254 CHF 93.32% 93.32%
10.05.2024 1.48% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 301'339 CHF 101'946 CHF 98.74% 98.74%

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