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 1.31% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 342'082 CHF 115'527 CHF 99.49% 99.49%
15.05.2024 1.57% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 284'474 CHF 96'325 CHF 97.82% 97.82%
14.05.2024 1.71% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 261'169 CHF 88'556 CHF 98.18% 98.18%
13.05.2024 1.68% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 265'687 CHF 90'062 CHF 97.57% 97.57%
10.05.2024 1.68% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 265'762 CHF 90'088 CHF 96.33% 96.33%
08.05.2024 1.61% 0.61 CHF 0.62 CHF 450'000 150'000 562'504 187'501 346'048 CHF 117'224 CHF 98.07% 98.07%
07.05.2024 1.55% 0.63 CHF 0.64 CHF 600'000 200'000 480'064 160'021 307'182 CHF 103'994 CHF 97.70% 97.70%
06.05.2024 1.66% 0.66 CHF 0.67 CHF 450'000 150'000 572'671 190'890 340'676 CHF 115'468 CHF 98.04% 98.04%
03.05.2024 1.93% 0.54 CHF 0.55 CHF 600'000 200'000 600'000 200'000 308'577 CHF 104'859 CHF 94.53% 94.53%
02.05.2024 2.20% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 270'031 CHF 92'010 CHF 97.99% 97.99%

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