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
13.06.2024 2.02% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 147'168 CHF 50'056 CHF 99.30% 99.30%
12.06.2024 1.91% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 155'658 CHF 52'886 CHF 95.85% 95.85%
11.06.2024 1.80% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 165'664 CHF 56'221 CHF 95.07% 95.07%
10.06.2024 1.87% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 158'877 CHF 53'959 CHF 98.68% 98.68%
07.06.2024 1.76% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 169'098 CHF 57'366 CHF 96.94% 96.94%
05.06.2024 1.86% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 159'918 CHF 54'306 CHF 99.58% 99.58%
04.06.2024 2.10% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 141'594 CHF 48'198 CHF 99.48% 99.48%
03.06.2024 2.15% 0.43 CHF 0.44 CHF 300'000 100'000 300'289 100'096 138'214 CHF 47'072 CHF 91.68% 91.68%
31.05.2024 2.46% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 181'072 CHF 61'857 CHF 98.19% 98.19%
30.05.2024 2.39% 0.41 CHF 0.42 CHF 450'000 150'000 450'000 150'000 186'413 CHF 63'638 CHF 99.57% 99.57%

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