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 3.16% 0.79 CHF 0.81 CHF 70'000 50'000 78'825 49'448 53'326 CHF 34'609 CHF 90.37% 90.37%
14.05.2024 3.50% 0.57 CHF 0.60 CHF 90'000 50'000 90'000 50'000 54'276 CHF 31'228 CHF 98.81% 98.81%
13.05.2024 3.51% 0.62 CHF 0.64 CHF 90'000 50'000 88'716 50'000 54'416 CHF 31'788 CHF 94.00% 94.00%
10.05.2024 3.21% 0.69 CHF 0.71 CHF 80'000 50'000 80'389 50'000 52'730 CHF 33'876 CHF 91.46% 91.46%
08.05.2024 3.48% 0.60 CHF 0.62 CHF 90'000 50'000 88'405 50'000 53'899 CHF 31'583 CHF 86.23% 86.23%
07.05.2024 3.63% 0.58 CHF 0.60 CHF 90'000 50'000 90'074 50'000 52'111 CHF 29'997 CHF 97.06% 97.06%
06.05.2024 3.82% 0.56 CHF 0.58 CHF 90'000 50'000 96'461 50'000 53'278 CHF 28'713 CHF 99.79% 99.79%
03.05.2024 2.78% 0.55 CHF 0.58 CHF 100'000 50'000 105'339 50'000 53'128 CHF 26'019 CHF 97.41% 97.41%
02.05.2024 2.87% 0.45 CHF 0.46 CHF 120'000 50'000 100'821 50'000 52'369 CHF 26'847 CHF 92.84% 92.84%
30.04.2024 3.29% 0.65 CHF 0.68 CHF 80'000 50'000 80'000 50'000 52'169 CHF 33'697 CHF 99.37% 99.37%

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