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 1.30% 0.72 CHF 0.73 CHF 300'000 100'000 245'420 100'000 187'128 CHF 77'619 CHF 99.58% 99.58%
14.05.2024 1.21% 0.81 CHF 0.82 CHF 225'000 100'000 225'000 100'000 184'964 CHF 83'206 CHF 99.36% 99.36%
13.05.2024 1.17% 0.83 CHF 0.84 CHF 225'000 100'000 225'000 100'000 190'465 CHF 85'651 CHF 98.78% 98.78%
10.05.2024 1.19% 0.88 CHF 0.89 CHF 225'000 100'000 225'000 100'000 188'540 CHF 84'795 CHF 99.38% 99.38%
08.05.2024 1.17% 0.81 CHF 0.82 CHF 300'000 100'000 247'478 100'000 209'427 CHF 85'728 CHF 99.38% 99.38%
07.05.2024 1.10% 0.88 CHF 0.89 CHF 225'000 100'000 225'143 100'000 204'523 CHF 91'845 CHF 98.14% 98.14%
06.05.2024 1.08% 0.93 CHF 0.94 CHF 225'000 100'000 225'000 100'000 207'170 CHF 93'075 CHF 99.37% 99.37%
03.05.2024 1.06% 0.96 CHF 0.97 CHF 225'000 100'000 225'000 100'000 210'593 CHF 94'597 CHF 99.35% 99.35%
02.05.2024 1.17% 0.87 CHF 0.88 CHF 225'000 100'000 287'379 100'000 244'542 CHF 86'223 CHF 99.35% 99.35%
30.04.2024 1.41% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 212'509 CHF 71'836 CHF 99.38% 99.38%

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