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 1.01% 0.99 CHF 1.00 CHF 60'000 50'000 58'566 29'758 57'910 CHF 29'768 CHF 96.35% 96.35%
15.05.2024 1.05% 0.99 CHF 1.00 CHF 60'000 50'000 60'000 30'431 56'926 CHF 29'318 CHF 99.66% 99.66%
14.05.2024 1.07% 0.94 CHF 0.95 CHF 60'000 50'000 60'000 30'431 56'031 CHF 28'744 CHF 99.65% 99.65%
13.05.2024 1.10% 0.92 CHF 0.93 CHF 60'000 50'000 60'000 30'431 54'130 CHF 27'801 CHF 99.66% 99.66%
10.05.2024 1.11% 0.86 CHF 0.87 CHF 60'000 50'000 60'000 30'328 53'650 CHF 27'310 CHF 98.61% 98.61%
08.05.2024 1.15% 0.85 CHF 0.86 CHF 60'000 50'000 60'000 30'430 51'684 CHF 26'453 CHF 99.66% 99.66%
07.05.2024 1.14% 0.86 CHF 0.87 CHF 60'000 50'000 60'000 30'441 52'199 CHF 26'797 CHF 99.46% 99.46%
06.05.2024 1.17% 0.85 CHF 0.86 CHF 60'000 50'000 62'107 30'452 52'551 CHF 26'142 CHF 99.27% 99.27%
03.05.2024 1.13% 0.89 CHF 0.90 CHF 60'000 50'000 60'000 30'457 52'584 CHF 27'076 CHF 99.05% 99.05%
02.05.2024 1.50% 0.67 CHF 0.68 CHF 80'000 50'000 80'000 30'419 52'930 CHF 20'464 CHF 99.60% 99.60%

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