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
18.04.2024 1.96% 0.48 CHF 0.49 CHF 110'000 100'000 101'663 100'000 51'384 CHF 51'576 CHF 99.35% 99.35%
17.04.2024 2.01% 0.48 CHF 0.49 CHF 110'000 100'000 107'134 100'000 52'619 CHF 50'142 CHF 99.68% 99.68%
16.04.2024 2.11% 0.48 CHF 0.49 CHF 110'000 100'000 109'798 99'820 52'207 CHF 48'464 CHF 92.24% 92.24%
15.04.2024 2.31% 0.47 CHF 0.48 CHF 110'000 100'000 108'437 98'600 51'442 CHF 47'781 CHF 99.31% 99.31%
12.04.2024 2.03% 0.49 CHF 0.50 CHF 110'000 100'000 107'768 99'990 52'677 CHF 49'900 CHF 99.37% 99.37%
11.04.2024 2.12% 0.50 CHF 0.51 CHF 100'000 100'000 106'043 99'266 52'073 CHF 49'802 CHF 95.40% 95.40%
10.04.2024 2.18% 0.50 CHF 0.51 CHF 100'000 100'000 96'802 96'802 55'354 CHF 56'370 CHF 88.91% 88.91%
09.04.2024 1.67% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 59'305 CHF 60'305 CHF 99.99% 99.99%
08.04.2024 1.72% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 57'528 CHF 58'528 CHF 95.72% 95.72%
05.04.2024 1.66% 0.62 CHF 0.63 CHF 100'000 100'000 99'955 99'955 59'903 CHF 60'903 CHF 94.63% 94.63%

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