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 1.44% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 412'500 CHF 139'500 CHF 99.37% 99.37%
15.05.2024 1.57% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 380'164 CHF 128'721 CHF 99.15% 99.15%
14.05.2024 1.59% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 373'973 CHF 126'658 CHF 99.36% 99.36%
13.05.2024 1.68% 0.59 CHF 0.60 CHF 600'000 200'000 600'000 200'000 354'526 CHF 120'175 CHF 98.85% 98.85%
10.05.2024 1.65% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 361'789 CHF 122'596 CHF 99.37% 99.37%
08.05.2024 1.69% 0.57 CHF 0.58 CHF 600'000 200'000 600'000 200'000 352'687 CHF 119'562 CHF 99.37% 99.37%
07.05.2024 1.77% 0.57 CHF 0.58 CHF 600'000 200'000 600'000 200'000 335'874 CHF 113'958 CHF 99.37% 99.37%
06.05.2024 1.89% 0.54 CHF 0.55 CHF 600'000 200'000 600'000 200'000 314'718 CHF 106'906 CHF 99.37% 99.37%
03.05.2024 1.91% 0.52 CHF 0.53 CHF 600'000 200'000 600'000 200'000 310'829 CHF 105'610 CHF 99.13% 99.13%
02.05.2024 1.95% 0.50 CHF 0.51 CHF 600'000 200'000 600'000 200'000 305'411 CHF 103'804 CHF 99.34% 99.34%

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