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 1.03% 0.90 CHF 0.91 CHF 250'000 100'000 249'994 100'000 242'157 CHF 97'865 CHF 99.38% 99.38%
15.05.2024 1.08% 1.00 CHF 1.01 CHF 250'000 100'000 249'994 100'000 231'075 CHF 93'433 CHF 98.27% 98.27%
14.05.2024 1.20% 0.88 CHF 0.89 CHF 250'000 100'000 250'000 100'000 207'690 CHF 84'076 CHF 99.37% 99.37%
13.05.2024 1.10% 0.87 CHF 0.88 CHF 250'000 100'000 250'000 99'992 226'872 CHF 91'741 CHF 98.54% 98.54%
10.05.2024 0.98% 1.02 CHF 1.03 CHF 250'000 100'000 250'000 100'000 253'507 CHF 102'403 CHF 99.38% 99.38%
08.05.2024 1.15% 0.84 CHF 0.85 CHF 250'000 100'000 250'000 100'000 215'688 CHF 87'275 CHF 99.35% 99.35%
07.05.2024 1.27% 0.81 CHF 0.82 CHF 250'000 100'000 250'000 100'000 195'092 CHF 79'037 CHF 97.85% 97.85%
06.05.2024 1.33% 0.79 CHF 0.80 CHF 250'000 100'000 250'000 100'000 187'379 CHF 75'951 CHF 99.38% 99.38%
03.05.2024 1.48% 0.71 CHF 0.72 CHF 250'000 100'000 250'000 100'000 168'127 CHF 68'251 CHF 99.35% 99.35%
02.05.2024 1.60% 0.63 CHF 0.64 CHF 250'000 100'000 250'000 100'000 155'315 CHF 63'126 CHF 98.75% 98.75%

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