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 2.19% 0.45 CHF 0.46 CHF 125'000 125'000 124'953 124'953 56'447 CHF 57'697 CHF 98.94% 98.94%
15.05.2024 1.91% 0.49 CHF 0.50 CHF 100'000 100'000 100'000 100'000 51'772 CHF 52'772 CHF 99.16% 99.16%
14.05.2024 1.69% 0.57 CHF 0.58 CHF 100'000 100'000 100'000 100'000 58'669 CHF 59'669 CHF 98.93% 98.93%
13.05.2024 1.70% 0.57 CHF 0.58 CHF 100'000 100'000 100'000 100'000 58'268 CHF 59'268 CHF 99.17% 99.17%
10.05.2024 1.59% 0.60 CHF 0.61 CHF 100'000 100'000 100'000 100'000 62'270 CHF 63'270 CHF 96.50% 96.50%
08.05.2024 1.53% 0.62 CHF 0.63 CHF 100'000 100'000 95'480 95'480 61'929 CHF 62'884 CHF 99.18% 99.18%
07.05.2024 1.53% 0.65 CHF 0.66 CHF 100'000 100'000 100'000 100'000 64'885 CHF 65'885 CHF 98.99% 98.99%
06.05.2024 9.41% 0.59 CHF 0.65 CHF 100'000 100'000 99'952 99'952 60'766 CHF 66'763 CHF 98.99% 98.99%
03.05.2024 8.37% 0.66 CHF 0.72 CHF 75'000 75'000 78'519 78'519 53'873 CHF 58'584 CHF 96.35% 96.35%
02.05.2024 8.58% 0.71 CHF 0.77 CHF 75'000 75'000 88'972 88'972 59'405 CHF 64'743 CHF 98.69% 98.69%

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