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
17.05.2024 1.19% 0.86 CHF 0.87 CHF 60'000 60'000 66'979 36'519 55'708 CHF 30'980 CHF 99.68% 99.68%
16.05.2024 1.25% 0.81 CHF 0.82 CHF 70'000 60'000 70'000 36'520 55'833 CHF 29'487 CHF 99.68% 99.68%
15.05.2024 1.29% 0.81 CHF 0.82 CHF 70'000 60'000 70'000 36'550 53'860 CHF 28'425 CHF 99.18% 99.18%
14.05.2024 1.36% 0.73 CHF 0.74 CHF 70'000 60'000 70'113 36'546 51'066 CHF 27'011 CHF 98.92% 98.92%
13.05.2024 1.42% 0.70 CHF 0.71 CHF 80'000 60'000 78'078 36'496 54'536 CHF 26'053 CHF 99.58% 99.58%
10.05.2024 1.28% 0.73 CHF 0.74 CHF 70'000 60'000 70'000 36'394 54'511 CHF 28'498 CHF 98.61% 98.61%
08.05.2024 1.46% 0.69 CHF 0.70 CHF 80'000 60'000 80'000 36'292 54'332 CHF 25'074 CHF 98.52% 98.52%
07.05.2024 1.51% 0.67 CHF 0.68 CHF 80'000 60'000 80'000 36'471 52'601 CHF 24'419 CHF 97.44% 97.44%
06.05.2024 1.47% 0.67 CHF 0.68 CHF 80'000 60'000 80'000 36'481 53'938 CHF 24'981 CHF 98.42% 98.42%
03.05.2024 1.54% 0.62 CHF 0.63 CHF 90'000 60'000 81'334 36'326 52'294 CHF 23'614 CHF 98.66% 98.66%

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