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 1.01% 0.97 CHF 0.98 CHF 60'000 25'000 58'100 15'216 57'269 CHF 15'188 CHF 99.67% 99.67%
15.05.2024 1.08% 0.99 CHF 1.00 CHF 60'000 25'000 59'075 15'274 54'679 CHF 14'487 CHF 97.60% 97.60%
14.05.2024 0.98% 0.90 CHF 0.91 CHF 60'000 25'000 52'459 15'243 52'945 CHF 15'412 CHF 98.70% 98.70%
13.05.2024 0.94% 1.01 CHF 1.02 CHF 50'000 25'000 50'614 15'219 53'851 CHF 16'203 CHF 99.58% 99.58%
10.05.2024 0.98% 1.10 CHF 1.11 CHF 50'000 25'000 51'048 15'164 52'094 CHF 15'763 CHF 98.60% 98.60%
08.05.2024 1.02% 0.99 CHF 1.00 CHF 60'000 25'000 56'828 15'216 55'534 CHF 15'137 CHF 99.68% 99.68%
07.05.2024 1.16% 0.88 CHF 0.89 CHF 60'000 25'000 62'591 15'218 53'379 CHF 13'270 CHF 99.61% 99.61%
06.05.2024 1.21% 0.84 CHF 0.85 CHF 60'000 25'000 67'250 15'216 55'429 CHF 12'625 CHF 99.67% 99.67%
03.05.2024 1.13% 0.91 CHF 0.92 CHF 60'000 25'000 60'648 15'216 53'307 CHF 13'474 CHF 99.66% 99.66%
02.05.2024 1.18% 0.90 CHF 0.91 CHF 60'000 25'000 64'940 15'225 54'906 CHF 13'233 CHF 99.22% 99.22%

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