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 3.15% 0.51 CHF 0.52 CHF 96'000 96'000 43'014 43'014 21'213 CHF 21'773 CHF 100.00% 100.00%
15.05.2024 2.87% 0.49 CHF 0.50 CHF 96'000 96'000 42'907 42'907 22'306 CHF 22'864 CHF 100.00% 100.00%
14.05.2024 2.85% 0.55 CHF 0.56 CHF 94'000 94'000 42'457 42'457 23'159 CHF 23'712 CHF 100.00% 100.00%
13.05.2024 3.25% 0.49 CHF 0.50 CHF 96'000 96'000 43'114 43'114 20'694 CHF 21'254 CHF 100.00% 100.00%
10.05.2024 2.70% 0.49 CHF 0.50 CHF 96'000 96'000 42'842 42'842 23'210 CHF 23'767 CHF 99.99% 99.99%
08.05.2024 2.67% 0.56 CHF 0.57 CHF 94'000 94'000 42'066 42'066 23'752 CHF 24'303 CHF 98.40% 98.40%
07.05.2024 2.64% 0.58 CHF 0.59 CHF 94'000 94'000 42'448 42'448 24'835 CHF 25'390 CHF 98.78% 98.78%
06.05.2024 2.87% 0.53 CHF 0.54 CHF 96'000 96'000 43'260 43'260 23'162 CHF 23'722 CHF 99.10% 99.10%
03.05.2024 2.91% 0.50 CHF 0.51 CHF 96'000 96'000 42'915 42'915 22'666 CHF 23'223 CHF 99.97% 99.97%
02.05.2024 3.25% 0.48 CHF 0.49 CHF 96'000 96'000 43'078 43'078 20'561 CHF 21'120 CHF 99.99% 99.99%

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