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 1.79% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 248'568 CHF 84'356 CHF 99.19% 99.19%
12.06.2024 1.75% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 255'412 CHF 86'637 CHF 95.82% 95.82%
11.06.2024 1.67% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 267'272 CHF 90'591 CHF 95.06% 95.06%
10.06.2024 1.71% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 260'625 CHF 88'375 CHF 98.68% 98.68%
07.06.2024 1.66% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 268'228 CHF 90'909 CHF 97.03% 97.03%
05.06.2024 1.72% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 259'828 CHF 88'109 CHF 99.57% 99.57%
04.06.2024 1.85% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 241'535 CHF 82'012 CHF 99.50% 99.50%
03.06.2024 1.86% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 239'964 CHF 81'488 CHF 91.41% 91.41%
31.05.2024 2.00% 0.47 CHF 0.48 CHF 600'000 200'000 540'254 180'085 267'254 CHF 90'886 CHF 99.20% 99.20%
30.05.2024 1.95% 0.50 CHF 0.51 CHF 450'000 150'000 470'159 156'720 238'336 CHF 81'013 CHF 99.57% 99.57%

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