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
15.05.2024 3.92% 0.25 CHF 0.26 CHF 450'000 150'000 451'960 150'653 113'070 CHF 39'197 CHF 98.31% 98.31%
14.05.2024 3.82% 0.24 CHF 0.25 CHF 450'000 150'000 450'977 150'266 116'466 CHF 40'308 CHF 99.35% 99.35%
13.05.2024 3.62% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 122'252 CHF 42'251 CHF 98.93% 98.93%
10.05.2024 3.43% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 149'978 129'088 CHF 44'523 CHF 99.22% 99.22%
08.05.2024 3.03% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 148'015 CHF 50'838 CHF 98.60% 98.60%
07.05.2024 2.13% 0.45 CHF 0.46 CHF 450'000 150'000 432'133 144'044 200'928 CHF 68'417 CHF 94.70% 94.70%
06.05.2024 1.99% 0.49 CHF 0.50 CHF 450'000 150'000 354'186 118'062 175'643 CHF 59'728 CHF 99.37% 99.37%
03.05.2024 2.21% 0.47 CHF 0.48 CHF 450'000 150'000 449'986 150'000 201'973 CHF 68'826 CHF 99.27% 99.27%
02.05.2024 2.20% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 149'998 202'817 CHF 69'105 CHF 99.36% 99.36%
30.04.2024 1.90% 0.48 CHF 0.49 CHF 450'000 150'000 349'403 116'468 180'629 CHF 61'374 CHF 99.37% 99.37%

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