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 1.32% 0.75 CHF 0.76 CHF 80'200 80'200 78'758 78'758 60'022 CHF 60'810 CHF 98.83% 98.83%
14.05.2024 1.33% 0.75 CHF 0.76 CHF 79'900 79'900 79'684 79'684 59'699 CHF 60'496 CHF 98.77% 98.77%
13.05.2024 1.33% 0.75 CHF 0.76 CHF 80'100 80'100 78'884 78'884 59'533 CHF 60'322 CHF 99.50% 99.50%
10.05.2024 1.38% 0.72 CHF 0.73 CHF 81'100 81'100 80'357 80'357 58'333 CHF 59'137 CHF 99.27% 99.27%
08.05.2024 1.49% 0.67 CHF 0.68 CHF 83'600 83'600 83'139 83'139 55'777 CHF 56'609 CHF 99.20% 99.53%
07.05.2024 1.38% 0.74 CHF 0.75 CHF 80'500 80'500 80'015 80'015 58'093 CHF 58'894 CHF 99.75% 99.75%
06.05.2024 1.40% 0.70 CHF 0.71 CHF 82'000 82'000 80'148 80'148 57'410 CHF 58'212 CHF 98.74% 98.74%
03.05.2024 1.38% 0.73 CHF 0.74 CHF 80'600 80'600 80'771 80'771 58'389 CHF 59'197 CHF 98.60% 98.60%
02.05.2024 1.55% 0.66 CHF 0.67 CHF 84'200 84'200 84'462 84'462 54'404 CHF 55'248 CHF 99.19% 99.19%
30.04.2024 1.55% 0.63 CHF 0.64 CHF 86'000 86'000 84'450 84'450 54'392 CHF 55'237 CHF 99.55% 99.55%

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