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
14.05.2024 1.64% 0.62 CHF 0.63 CHF 79'900 79'900 79'187 79'187 48'428 CHF 49'221 CHF 99.45% 99.45%
13.05.2024 1.62% 0.61 CHF 0.62 CHF 80'100 80'100 78'883 78'883 48'665 CHF 49'455 CHF 99.50% 99.50%
10.05.2024 1.70% 0.58 CHF 0.59 CHF 81'100 81'100 80'443 80'443 47'228 CHF 48'033 CHF 99.18% 99.18%
08.05.2024 1.87% 0.53 CHF 0.54 CHF 83'600 83'600 83'252 83'252 44'320 CHF 45'153 CHF 98.99% 98.99%
07.05.2024 1.70% 0.60 CHF 0.61 CHF 80'500 80'500 79'974 79'974 47'113 CHF 47'914 CHF 99.66% 99.66%
06.05.2024 1.72% 0.56 CHF 0.57 CHF 82'000 82'000 80'196 80'196 46'653 CHF 47'456 CHF 98.48% 98.48%
03.05.2024 1.70% 0.59 CHF 0.60 CHF 80'600 80'600 80'653 80'653 47'351 CHF 48'157 CHF 98.76% 98.76%
02.05.2024 1.96% 0.52 CHF 0.53 CHF 84'200 84'200 84'314 84'314 42'833 CHF 43'676 CHF 98.73% 98.73%
30.04.2024 1.96% 0.49 CHF 0.50 CHF 86'000 86'000 84'716 84'716 42'847 CHF 43'694 CHF 98.98% 98.98%
29.04.2024 1.98% 0.51 CHF 0.52 CHF 84'500 84'500 83'844 83'844 42'483 CHF 43'323 CHF 99.65% 99.65%

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