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 - 0.88 CHF - CHF 270'000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
15.05.2024 4.17% 0.83 CHF 0.73 CHF 290'000 29'000 29'000 29'000 20'419 CHF 21'289 CHF 1.30% 99.28%
14.05.2024 5.02% 0.64 CHF 0.67 CHF 32'000 32'000 32'000 32'000 18'663 CHF 19'623 CHF 99.79% 99.79%
13.05.2024 4.96% 0.59 CHF 0.62 CHF 32'000 32'000 32'000 32'000 18'774 CHF 19'729 CHF 99.23% 99.23%
10.05.2024 1.91% 0.54 CHF 0.55 CHF 44'000 44'000 44'000 44'000 22'903 CHF 23'343 CHF 100.00% 100.00%
08.05.2024 2.98% 0.35 CHF 0.36 CHF 50'000 50'000 50'000 50'000 16'557 CHF 17'057 CHF 96.89% 96.89%
07.05.2024 4.14% 0.28 CHF 0.29 CHF 50'000 50'000 49'977 49'977 11'910 CHF 12'410 CHF 99.46% 99.46%
06.05.2024 6.09% 0.15 CHF 0.16 CHF 50'000 50'000 50'000 50'000 8'027 CHF 8'527 CHF 100.00% 100.00%
03.05.2024 7.60% 0.12 CHF 0.13 CHF 50'000 50'000 50'000 50'000 6'370 CHF 6'870 CHF 99.91% 99.91%
02.05.2024 7.73% 0.10 CHF 0.11 CHF 50'000 50'000 50'000 50'000 6'288 CHF 6'788 CHF 99.55% 99.55%

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