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 3.28% 0.59 CHF 0.60 CHF 26'000 26'000 17'401 17'401 10'090 CHF 10'398 CHF 100.00% 100.00%
15.05.2024 3.23% 0.58 CHF 0.59 CHF 26'000 26'000 17'398 17'398 10'115 CHF 10'423 CHF 100.00% 100.00%
14.05.2024 3.32% 0.57 CHF 0.58 CHF 26'000 26'000 17'359 17'359 9'910 CHF 10'217 CHF 99.75% 99.75%
13.05.2024 3.05% 0.63 CHF 0.64 CHF 26'000 26'000 17'399 17'399 10'876 CHF 11'184 CHF 100.00% 100.00%
10.05.2024 3.24% 0.65 CHF 0.66 CHF 26'000 26'000 17'167 17'167 10'142 CHF 10'451 CHF 97.56% 97.56%
08.05.2024 2.79% 0.59 CHF 0.60 CHF 26'000 26'000 17'396 17'396 11'550 CHF 11'858 CHF 100.00% 100.00%
07.05.2024 2.51% 0.69 CHF 0.70 CHF 26'000 26'000 17'992 17'992 13'581 CHF 13'900 CHF 100.00% 100.00%
06.05.2024 2.14% 0.81 CHF 0.82 CHF 27'000 27'000 18'071 18'071 15'902 CHF 16'221 CHF 98.65% 98.65%
03.05.2024 1.87% 0.96 CHF 0.97 CHF 28'000 28'000 18'627 18'627 18'825 CHF 19'159 CHF 96.77% 96.77%
02.05.2024 1.69% 1.07 CHF 1.08 CHF 28'000 28'000 18'916 18'916 21'324 CHF 21'659 CHF 99.80% 99.80%

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