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 1.12% 0.90 CHF 0.91 CHF 60'000 60'000 60'000 60'000 53'338 CHF 53'938 CHF 99.81% 99.81%
15.05.2024 1.41% 0.71 CHF 0.72 CHF 60'000 60'000 60'000 60'000 42'258 CHF 42'858 CHF 100.00% 100.00%
14.05.2024 1.46% 0.68 CHF 0.69 CHF 60'000 60'000 60'000 60'000 40'709 CHF 41'309 CHF 99.00% 99.00%
13.05.2024 1.28% 0.76 CHF 0.77 CHF 60'000 60'000 60'000 60'000 46'563 CHF 47'163 CHF 100.00% 100.00%
10.05.2024 1.26% 0.80 CHF 0.81 CHF 60'000 60'000 59'999 60'000 47'375 CHF 47'976 CHF 100.00% 100.00%
08.05.2024 1.45% 0.70 CHF 0.71 CHF 60'000 60'000 60'000 60'000 41'171 CHF 41'771 CHF 100.00% 100.00%
07.05.2024 1.62% 0.66 CHF 0.67 CHF 60'000 60'000 60'000 60'000 36'874 CHF 37'474 CHF 99.83% 99.83%
06.05.2024 1.75% 0.59 CHF 0.60 CHF 60'000 60'000 60'000 60'000 33'946 CHF 34'546 CHF 99.78% 99.78%
03.05.2024 1.89% 0.50 CHF 0.51 CHF 60'000 60'000 60'000 60'000 31'486 CHF 32'086 CHF 99.98% 99.98%
02.05.2024 1.95% 0.49 CHF 0.50 CHF 60'000 60'000 60'000 60'000 30'501 CHF 31'101 CHF 100.00% 100.00%

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