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
29.05.2024 1.15% 0.92 CHF 0.93 CHF 65'000 65'000 35'916 35'916 31'905 CHF 32'265 CHF 99.89% 99.89%
28.05.2024 1.16% 0.88 CHF 0.89 CHF 65'000 65'000 35'991 35'991 31'796 CHF 32'157 CHF 99.15% 99.15%
27.05.2024 1.11% 0.88 CHF 0.89 CHF 33'000 33'000 29'147 29'147 26'285 CHF 26'577 CHF 99.19% 99.19%
24.05.2024 1.10% 0.92 CHF 0.93 CHF 65'000 65'000 35'934 35'934 33'012 CHF 33'372 CHF 99.99% 99.99%
23.05.2024 1.13% 0.89 CHF 0.90 CHF 65'000 65'000 35'876 35'876 32'376 CHF 32'736 CHF 99.54% 99.54%
22.05.2024 1.25% 0.84 CHF 0.85 CHF 65'000 65'000 33'569 33'569 27'526 CHF 27'863 CHF 100.00% 100.00%
21.05.2024 1.30% 0.77 CHF 0.78 CHF 60'000 60'000 33'076 33'076 25'803 CHF 26'135 CHF 99.52% 99.52%
17.05.2024 1.24% 0.79 CHF 0.80 CHF 60'000 60'000 34'615 34'615 28'087 CHF 28'433 CHF 99.90% 99.90%
16.05.2024 1.20% 0.83 CHF 0.84 CHF 65'000 65'000 35'894 35'894 30'308 CHF 30'668 CHF 100.00% 100.00%
15.05.2024 1.18% 0.84 CHF 0.85 CHF 65'000 65'000 35'676 35'676 31'252 CHF 31'613 CHF 99.56% 99.56%

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