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 2.89% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 153'353 CHF 52'618 CHF 99.36% 99.36%
15.05.2024 2.90% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 153'155 CHF 52'552 CHF 98.66% 98.66%
14.05.2024 3.45% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 128'435 CHF 44'312 CHF 99.36% 99.36%
13.05.2024 3.25% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 136'428 CHF 46'976 CHF 98.85% 98.85%
10.05.2024 3.03% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 146'599 CHF 50'366 CHF 96.13% 96.13%
08.05.2024 3.72% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 118'826 CHF 41'109 CHF 99.37% 99.37%
07.05.2024 3.91% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 112'983 CHF 39'161 CHF 99.37% 99.37%
06.05.2024 4.04% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 109'131 CHF 37'877 CHF 99.36% 99.36%
03.05.2024 4.27% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 103'271 CHF 35'924 CHF 99.15% 99.15%
02.05.2024 4.30% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 102'586 CHF 35'695 CHF 99.34% 99.34%

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