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 4.03% 0.40 CHF 0.41 CHF 96'000 96'000 43'010 43'010 16'553 CHF 17'112 CHF 99.99% 99.99%
15.05.2024 3.60% 0.38 CHF 0.39 CHF 96'000 96'000 42'908 42'908 17'623 CHF 18'182 CHF 100.00% 100.00%
14.05.2024 3.56% 0.44 CHF 0.45 CHF 94'000 94'000 42'457 42'457 18'533 CHF 19'086 CHF 100.00% 100.00%
13.05.2024 4.21% 0.38 CHF 0.39 CHF 96'000 96'000 43'114 43'114 15'995 CHF 16'554 CHF 100.00% 100.00%
10.05.2024 3.34% 0.39 CHF 0.40 CHF 96'000 96'000 42'846 42'846 18'556 CHF 19'113 CHF 100.00% 100.00%
08.05.2024 3.27% 0.45 CHF 0.46 CHF 94'000 94'000 42'067 42'067 19'171 CHF 19'722 CHF 98.39% 98.39%
07.05.2024 3.23% 0.47 CHF 0.48 CHF 94'000 94'000 42'448 42'448 20'209 CHF 20'764 CHF 98.78% 98.78%
06.05.2024 3.59% 0.42 CHF 0.43 CHF 96'000 96'000 43'259 43'259 18'437 CHF 18'997 CHF 99.10% 99.10%
03.05.2024 3.65% 0.39 CHF 0.40 CHF 96'000 96'000 42'920 42'920 18'007 CHF 18'564 CHF 99.98% 99.98%
02.05.2024 4.22% 0.37 CHF 0.38 CHF 96'000 96'000 43'081 43'081 15'842 CHF 16'402 CHF 99.99% 99.99%

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