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 1.31% 0.74 CHF 0.75 CHF 70'000 20'000 70'000 20'000 53'303 CHF 15'429 CHF 99.54% 99.54%
15.05.2024 1.23% 0.81 CHF 0.82 CHF 70'000 20'000 69'941 20'000 56'583 CHF 16'381 CHF 99.50% 99.50%
14.05.2024 1.20% 0.81 CHF 0.82 CHF 70'000 20'000 68'321 20'000 56'402 CHF 16'719 CHF 99.53% 99.53%
13.05.2024 1.29% 0.80 CHF 0.81 CHF 70'000 20'000 70'000 20'000 53'797 CHF 15'571 CHF 99.51% 99.51%
10.05.2024 1.28% 0.72 CHF 0.73 CHF 70'000 20'000 70'000 20'000 54'204 CHF 15'687 CHF 98.24% 98.24%
08.05.2024 1.22% 0.81 CHF 0.82 CHF 70'000 20'000 68'964 20'000 56'177 CHF 16'499 CHF 99.55% 99.55%
07.05.2024 1.30% 0.69 CHF 0.70 CHF 80'000 20'000 72'431 20'000 55'612 CHF 15'622 CHF 99.56% 99.56%
06.05.2024 1.35% 0.74 CHF 0.75 CHF 70'000 20'000 70'851 20'000 52'191 CHF 14'940 CHF 99.54% 99.54%
03.05.2024 1.35% 0.71 CHF 0.72 CHF 80'000 20'000 70'522 20'000 52'010 CHF 14'954 CHF 98.14% 98.14%
02.05.2024 1.39% 0.72 CHF 0.73 CHF 70'000 20'000 74'354 20'000 53'079 CHF 14'488 CHF 99.53% 99.53%

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