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
24.05.2024 2.24% 0.44 CHF 0.45 CHF 750'000 250'000 750'000 250'000 330'749 CHF 112'750 CHF 99.37% 99.37%
23.05.2024 2.13% 0.46 CHF 0.47 CHF 750'000 250'000 741'121 247'040 344'304 CHF 117'238 CHF 99.27% 99.27%
22.05.2024 2.24% 0.45 CHF 0.46 CHF 750'000 250'000 750'000 250'000 330'661 CHF 112'720 CHF 99.38% 99.38%
21.05.2024 2.19% 0.46 CHF 0.47 CHF 750'000 250'000 750'000 250'000 339'192 CHF 115'564 CHF 99.27% 99.27%
17.05.2024 2.37% 0.43 CHF 0.44 CHF 750'000 250'000 750'000 250'000 312'724 CHF 106'741 CHF 99.14% 99.14%
16.05.2024 2.26% 0.43 CHF 0.44 CHF 750'000 250'000 750'000 250'000 327'912 CHF 111'804 CHF 99.36% 99.36%
15.05.2024 2.16% 0.44 CHF 0.45 CHF 750'000 250'000 749'749 249'916 343'582 CHF 117'026 CHF 99.15% 99.15%
14.05.2024 2.22% 0.46 CHF 0.47 CHF 750'000 250'000 750'000 250'000 333'537 CHF 113'679 CHF 99.35% 99.35%
13.05.2024 2.30% 0.46 CHF 0.47 CHF 750'000 250'000 750'000 249'976 322'716 CHF 110'062 CHF 98.85% 98.85%
10.05.2024 2.71% 0.38 CHF 0.39 CHF 750'000 250'000 750'000 250'000 273'529 CHF 93'676 CHF 99.36% 99.36%

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