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 2.43% 0.65 CHF 0.66 CHF 96'000 96'000 43'015 43'015 27'500 CHF 28'059 CHF 100.00% 100.00%
15.05.2024 2.27% 0.64 CHF 0.65 CHF 96'000 96'000 42'905 42'905 28'528 CHF 29'087 CHF 100.00% 100.00%
14.05.2024 2.25% 0.70 CHF 0.71 CHF 94'000 94'000 42'456 42'456 29'333 CHF 29'887 CHF 100.00% 100.00%
13.05.2024 2.50% 0.63 CHF 0.64 CHF 96'000 96'000 43'114 43'114 26'936 CHF 27'495 CHF 100.00% 100.00%
10.05.2024 2.16% 0.64 CHF 0.65 CHF 96'000 96'000 42'846 42'846 29'461 CHF 30'017 CHF 100.00% 100.00%
08.05.2024 2.14% 0.70 CHF 0.71 CHF 94'000 94'000 42'064 42'064 29'880 CHF 30'431 CHF 98.39% 98.39%
07.05.2024 2.12% 0.73 CHF 0.74 CHF 94'000 94'000 42'447 42'447 31'027 CHF 31'581 CHF 98.77% 98.77%
06.05.2024 2.26% 0.68 CHF 0.69 CHF 96'000 96'000 43'279 43'279 29'485 CHF 30'045 CHF 98.99% 98.99%
03.05.2024 2.28% 0.64 CHF 0.65 CHF 96'000 96'000 42'924 42'924 28'955 CHF 29'513 CHF 99.99% 99.99%
02.05.2024 2.49% 0.63 CHF 0.64 CHF 96'000 96'000 43'086 43'086 26'856 CHF 27'415 CHF 100.00% 100.00%

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