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 1.13% 0.99 CHF 1.01 CHF 40'000 40'000 77'925 77'925 72'010 CHF 72'810 CHF 89.76% 89.76%
15.05.2024 1.10% 0.96 CHF 0.97 CHF 80'000 80'000 79'713 79'713 72'646 CHF 73'446 CHF 88.99% 88.99%
14.05.2024 1.08% 0.94 CHF 0.95 CHF 90'000 90'000 89'846 89'846 83'154 CHF 84'054 CHF 91.47% 91.47%
13.05.2024 1.12% 0.87 CHF 0.88 CHF 90'000 90'000 89'989 89'989 79'684 CHF 80'584 CHF 88.54% 88.54%
10.05.2024 1.10% 0.90 CHF 0.91 CHF 90'000 90'000 89'893 89'893 81'296 CHF 82'196 CHF 89.82% 89.82%
08.05.2024 1.28% 0.79 CHF 0.80 CHF 90'000 90'000 89'978 89'978 69'994 CHF 70'894 CHF 91.76% 91.76%
07.05.2024 1.33% 0.79 CHF 0.80 CHF 90'000 90'000 89'825 89'825 67'331 CHF 68'231 CHF 88.86% 88.86%
06.05.2024 1.31% 0.75 CHF 0.76 CHF 90'000 90'000 89'993 89'993 68'442 CHF 69'342 CHF 92.29% 92.29%
03.05.2024 1.39% 0.72 CHF 0.73 CHF 100'000 100'000 99'950 99'950 71'797 CHF 72'797 CHF 89.58% 89.58%
02.05.2024 1.63% 0.59 CHF 0.60 CHF 100'000 100'000 99'780 99'780 61'247 CHF 62'247 CHF 87.91% 87.91%

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