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
22.05.2024 1.05% 0.88 CHF 0.89 CHF 250'000 250'000 250'003 250'003 236'445 CHF 238'945 CHF 96.83% 96.83%
21.05.2024 1.00% 0.99 CHF 1.00 CHF 250'000 250'000 250'000 250'000 249'873 CHF 252'373 CHF 99.63% 99.63%
17.05.2024 0.98% 1.02 CHF 1.03 CHF 250'000 250'000 250'000 250'000 252'867 CHF 255'367 CHF 99.35% 99.35%
16.05.2024 1.05% 0.94 CHF 0.95 CHF 250'000 250'000 250'000 250'000 236'723 CHF 239'223 CHF 99.26% 99.26%
15.05.2024 1.19% 0.90 CHF 0.91 CHF 250'000 250'000 250'000 250'000 208'890 CHF 211'390 CHF 98.86% 98.86%
14.05.2024 1.33% 0.78 CHF 0.79 CHF 250'000 250'000 250'000 250'000 186'458 CHF 188'958 CHF 99.40% 99.40%
13.05.2024 1.33% 0.75 CHF 0.76 CHF 250'000 250'000 250'000 250'000 186'755 CHF 189'255 CHF 98.92% 98.92%
10.05.2024 1.41% 0.72 CHF 0.73 CHF 250'000 250'000 250'000 250'000 175'720 CHF 178'220 CHF 99.79% 99.79%
08.05.2024 1.79% 0.57 CHF 0.58 CHF 250'000 250'000 250'000 250'000 138'119 CHF 140'619 CHF 99.67% 99.67%
07.05.2024 2.23% 0.50 CHF 0.51 CHF 250'000 250'000 250'000 250'000 111'174 CHF 113'674 CHF 96.81% 96.81%

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