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 1.34% 0.75 CHF 0.76 CHF 70'000 60'000 70'000 36'515 51'864 CHF 27'424 CHF 99.61% 99.61%
15.05.2024 1.39% 0.75 CHF 0.76 CHF 70'000 60'000 74'782 36'542 53'397 CHF 26'419 CHF 99.18% 99.18%
14.05.2024 1.47% 0.67 CHF 0.68 CHF 80'000 60'000 80'000 36'625 53'861 CHF 25'049 CHF 97.65% 97.65%
13.05.2024 1.54% 0.65 CHF 0.66 CHF 80'000 60'000 80'036 36'495 51'545 CHF 24'043 CHF 99.53% 99.53%
10.05.2024 1.37% 0.68 CHF 0.69 CHF 80'000 60'000 72'155 36'396 52'193 CHF 26'515 CHF 98.57% 98.57%
08.05.2024 1.59% 0.64 CHF 0.65 CHF 80'000 60'000 85'776 36'291 53'490 CHF 23'075 CHF 98.47% 98.47%
07.05.2024 1.65% 0.62 CHF 0.63 CHF 90'000 60'000 90'000 36'470 54'231 CHF 22'411 CHF 97.39% 97.39%
06.05.2024 1.60% 0.62 CHF 0.63 CHF 90'000 60'000 88'317 36'480 54'839 CHF 23'027 CHF 98.38% 98.38%
03.05.2024 1.69% 0.56 CHF 0.57 CHF 90'000 60'000 89'933 36'353 52'868 CHF 21'615 CHF 98.77% 98.77%
02.05.2024 1.76% 0.59 CHF 0.60 CHF 90'000 60'000 92'754 36'764 52'255 CHF 21'156 CHF 95.00% 95.00%

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