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 2.59% 0.71 CHF 0.72 CHF 60'000 60'000 30'546 30'546 21'226 CHF 21'712 CHF 100.00% 100.00%
15.05.2024 2.74% 0.67 CHF 0.68 CHF 60'000 60'000 30'569 30'569 20'105 CHF 20'590 CHF 100.00% 100.00%
14.05.2024 2.70% 0.65 CHF 0.66 CHF 60'000 60'000 30'622 30'622 20'276 CHF 20'762 CHF 99.99% 99.99%
13.05.2024 2.74% 0.66 CHF 0.67 CHF 60'000 60'000 30'622 30'622 20'132 CHF 20'618 CHF 100.00% 100.00%
10.05.2024 2.79% 0.64 CHF 0.65 CHF 60'000 60'000 30'620 30'620 19'767 CHF 20'253 CHF 100.00% 100.00%
08.05.2024 2.75% 0.68 CHF 0.69 CHF 60'000 60'000 30'342 30'342 20'044 CHF 20'529 CHF 99.08% 99.08%
07.05.2024 2.64% 0.65 CHF 0.66 CHF 60'000 60'000 30'621 30'621 20'707 CHF 21'193 CHF 99.95% 99.95%
06.05.2024 2.93% 0.63 CHF 0.64 CHF 60'000 60'000 30'622 30'622 18'818 CHF 19'304 CHF 100.00% 100.00%
03.05.2024 2.67% 0.60 CHF 0.61 CHF 70'000 70'000 32'774 32'774 19'185 CHF 19'620 CHF 99.81% 99.81%
02.05.2024 3.09% 0.56 CHF 0.57 CHF 70'000 70'000 32'755 32'755 18'430 CHF 18'935 CHF 99.98% 99.98%

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