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 1.22% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 243'715 CHF 82'238 CHF 98.64% 98.64%
15.05.2024 1.23% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 242'488 CHF 81'829 CHF 98.41% 98.41%
14.05.2024 1.32% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 226'156 CHF 76'385 CHF 98.58% 98.58%
13.05.2024 1.18% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 252'404 CHF 85'135 CHF 97.90% 97.90%
10.05.2024 1.17% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 254'768 CHF 85'923 CHF 97.89% 97.89%
08.05.2024 1.32% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 226'714 CHF 76'571 CHF 99.00% 99.00%
07.05.2024 1.58% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 188'135 CHF 63'712 CHF 99.24% 99.24%
06.05.2024 1.88% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 158'585 CHF 53'862 CHF 99.28% 99.28%
03.05.2024 2.47% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 120'571 CHF 41'191 CHF 98.86% 98.86%
02.05.2024 1.88% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 158'607 CHF 53'869 CHF 99.20% 99.20%

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