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 3.11% 0.72 CHF 0.74 CHF 41'000 41'000 40'616 40'616 26'041 CHF 26'854 CHF 100.00% 100.00%
14.05.2024 2.92% 0.66 CHF 0.68 CHF 41'000 41'000 40'752 40'752 27'685 CHF 28'500 CHF 98.94% 98.94%
13.05.2024 2.92% 0.66 CHF 0.68 CHF 41'000 41'000 40'578 40'578 27'679 CHF 28'492 CHF 100.00% 100.00%
10.05.2024 3.02% 0.69 CHF 0.71 CHF 41'000 41'000 40'610 40'610 26'770 CHF 27'583 CHF 87.34% 93.47%
08.05.2024 3.93% 0.57 CHF 0.59 CHF 41'000 41'000 41'336 41'336 20'808 CHF 21'635 CHF 99.52% 99.52%
07.05.2024 5.80% 0.39 CHF 0.41 CHF 42'000 42'000 41'574 41'574 14'123 CHF 14'955 CHF 99.57% 99.57%
06.05.2024 4.74% 0.33 CHF 0.35 CHF 42'000 42'000 41'511 41'511 17'436 CHF 18'267 CHF 97.65% 97.65%
03.05.2024 4.95% 0.37 CHF 0.39 CHF 42'000 42'000 41'830 41'830 16'573 CHF 17'410 CHF 96.21% 96.21%
02.05.2024 5.28% 0.36 CHF 0.38 CHF 42'000 42'000 41'833 41'833 15'551 CHF 16'388 CHF 99.03% 99.03%
30.04.2024 4.29% 0.42 CHF 0.44 CHF 42'000 42'000 41'755 41'755 19'166 CHF 20'002 CHF 99.00% 99.00%

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