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
15.05.2024 8.61% 0.07 CHF 0.10 CHF 82'000 82'000 81'642 81'642 9'312 CHF 10'130 CHF 82.76% 100.00%
14.05.2024 10.34% 0.10 CHF 0.11 CHF 82'000 82'000 80'739 80'739 7'552 CHF 8'360 CHF 68.58% 99.44%
13.05.2024 10.23% 0.10 CHF 0.11 CHF 82'000 82'000 80'894 80'894 7'637 CHF 8'447 CHF 69.66% 100.00%
10.05.2024 9.12% 0.09 CHF 0.10 CHF 82'000 82'000 81'047 81'047 8'640 CHF 9'451 CHF 78.97% 93.97%
08.05.2024 5.47% 0.15 CHF 0.16 CHF 83'000 83'000 82'985 82'985 15'045 CHF 15'875 CHF 99.67% 99.67%
07.05.2024 3.75% 0.24 CHF 0.25 CHF 85'000 85'000 84'019 84'019 22'286 CHF 23'127 CHF 99.55% 99.55%
06.05.2024 4.44% 0.27 CHF 0.28 CHF 85'000 85'000 83'089 83'089 18'664 CHF 19'496 CHF 98.80% 98.80%
03.05.2024 4.08% 0.25 CHF 0.26 CHF 84'000 84'000 83'663 83'663 20'179 CHF 21'016 CHF 97.81% 98.49%
02.05.2024 3.88% 0.26 CHF 0.27 CHF 85'000 85'000 84'389 84'389 21'467 CHF 22'311 CHF 99.58% 99.58%
30.04.2024 4.65% 0.23 CHF 0.24 CHF 85'000 85'000 83'214 83'214 17'691 CHF 18'524 CHF 99.35% 99.35%

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