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 3.25% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 136'394 CHF 46'965 CHF 99.37% 99.37%
15.05.2024 3.27% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 135'329 CHF 46'610 CHF 98.67% 98.67%
14.05.2024 4.10% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 107'545 CHF 37'348 CHF 99.36% 99.36%
13.05.2024 3.84% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 115'070 CHF 39'857 CHF 98.85% 98.85%
10.05.2024 3.54% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 124'990 CHF 43'164 CHF 96.14% 96.14%
08.05.2024 4.44% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 99'039 CHF 34'513 CHF 99.37% 99.37%
07.05.2024 4.66% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 94'293 CHF 32'931 CHF 99.37% 99.37%
06.05.2024 4.56% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 96'494 CHF 33'665 CHF 99.36% 99.36%
03.05.2024 4.78% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 91'993 CHF 32'164 CHF 99.14% 99.14%
02.05.2024 4.81% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 91'446 CHF 31'982 CHF 99.33% 99.33%

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