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 1.71% 0.57 CHF 0.58 CHF 90'000 30'000 90'000 30'000 52'195 CHF 17'698 CHF 99.54% 99.54%
15.05.2024 1.63% 0.61 CHF 0.62 CHF 90'000 30'000 89'946 30'000 54'702 CHF 18'546 CHF 99.50% 99.50%
14.05.2024 1.61% 0.61 CHF 0.62 CHF 90'000 30'000 88'725 30'000 54'818 CHF 18'841 CHF 99.55% 99.55%
13.05.2024 1.70% 0.60 CHF 0.61 CHF 90'000 30'000 90'000 30'000 52'484 CHF 17'795 CHF 99.51% 99.51%
10.05.2024 1.69% 0.55 CHF 0.56 CHF 100'000 30'000 90'004 30'000 52'791 CHF 17'896 CHF 97.48% 97.48%
08.05.2024 1.63% 0.61 CHF 0.62 CHF 90'000 30'000 89'764 30'000 54'778 CHF 18'609 CHF 99.55% 99.55%
07.05.2024 1.71% 0.53 CHF 0.54 CHF 100'000 30'000 92'449 30'000 53'782 CHF 17'799 CHF 99.56% 99.56%
06.05.2024 1.76% 0.56 CHF 0.57 CHF 90'000 30'000 91'883 30'000 51'597 CHF 17'156 CHF 99.55% 99.55%
03.05.2024 1.76% 0.54 CHF 0.55 CHF 100'000 30'000 91'344 30'000 51'318 CHF 17'161 CHF 99.23% 99.23%
02.05.2024 1.81% 0.55 CHF 0.56 CHF 100'000 30'000 99'223 30'000 54'286 CHF 16'716 CHF 99.53% 99.53%

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