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% 0.73 CHF 0.74 CHF 77'500 77'500 77'512 77'512 59'581 CHF 60'357 CHF 100.00% 100.00%
15.05.2024 1.49% 0.68 CHF 0.69 CHF 76'500 76'500 75'538 75'538 50'880 CHF 51'636 CHF 100.00% 100.00%
14.05.2024 1.50% 0.65 CHF 0.66 CHF 75'500 75'500 75'507 75'507 50'288 CHF 51'044 CHF 98.98% 98.98%
13.05.2024 1.43% 0.70 CHF 0.71 CHF 76'500 76'500 75'791 75'791 53'060 CHF 53'819 CHF 100.00% 100.00%
10.05.2024 1.33% 0.76 CHF 0.77 CHF 77'500 77'500 77'078 77'078 58'247 CHF 59'019 CHF 99.36% 99.36%
08.05.2024 1.16% 0.86 CHF 0.87 CHF 79'500 79'500 79'479 79'479 68'050 CHF 68'845 CHF 99.42% 99.42%
07.05.2024 1.18% 0.86 CHF 0.87 CHF 80'000 80'000 78'824 78'824 67'471 CHF 68'260 CHF 99.66% 99.66%
06.05.2024 1.13% 0.87 CHF 0.88 CHF 80'000 80'000 79'358 79'358 70'943 CHF 71'737 CHF 98.45% 98.45%
03.05.2024 1.05% 0.94 CHF 0.95 CHF 81'000 81'000 81'360 81'360 77'496 CHF 78'309 CHF 97.04% 97.04%
02.05.2024 0.99% 1.02 CHF 1.03 CHF 83'500 83'500 82'802 82'802 83'393 CHF 84'222 CHF 99.11% 99.11%

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