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 1.50% 0.64 CHF 0.65 CHF 100'000 100'000 92'850 92'847 61'243 CHF 62'169 CHF 97.93% 97.93%
15.05.2024 1.57% 0.69 CHF 0.70 CHF 75'000 75'000 92'811 92'812 58'597 CHF 59'526 CHF 98.93% 98.93%
14.05.2024 1.89% 0.50 CHF 0.51 CHF 100'000 100'000 103'737 103'735 54'208 CHF 55'245 CHF 98.73% 98.73%
13.05.2024 1.65% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 60'052 CHF 61'052 CHF 99.94% 99.94%
10.05.2024 1.49% 0.65 CHF 0.66 CHF 100'000 100'000 83'868 83'869 55'777 CHF 56'617 CHF 99.89% 99.89%
08.05.2024 1.53% 0.62 CHF 0.63 CHF 100'000 100'000 95'583 95'584 61'940 CHF 62'897 CHF 99.94% 99.94%
07.05.2024 1.65% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 60'279 CHF 61'279 CHF 99.81% 99.81%
06.05.2024 1.63% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 60'871 CHF 61'871 CHF 99.77% 99.77%
03.05.2024 1.63% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 60'861 CHF 61'861 CHF 99.22% 99.22%
02.05.2024 1.68% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 59'168 CHF 60'168 CHF 99.97% 99.97%

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