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 2.60% 0.61 CHF 0.62 CHF 96'000 96'000 43'013 43'013 25'695 CHF 26'254 CHF 100.00% 100.00%
15.05.2024 2.41% 0.60 CHF 0.61 CHF 96'000 96'000 42'906 42'906 26'754 CHF 27'312 CHF 100.00% 100.00%
14.05.2024 2.39% 0.66 CHF 0.67 CHF 94'000 94'000 42'463 42'463 27'568 CHF 28'122 CHF 100.00% 100.00%
13.05.2024 2.67% 0.59 CHF 0.60 CHF 96'000 96'000 43'113 43'113 25'141 CHF 25'701 CHF 100.00% 100.00%
10.05.2024 2.29% 0.60 CHF 0.61 CHF 96'000 96'000 42'846 42'846 27'663 CHF 28'220 CHF 100.00% 100.00%
08.05.2024 2.26% 0.66 CHF 0.67 CHF 94'000 94'000 42'067 42'067 28'138 CHF 28'689 CHF 98.39% 98.39%
07.05.2024 2.24% 0.68 CHF 0.69 CHF 94'000 94'000 42'417 42'417 29'201 CHF 29'755 CHF 98.97% 98.97%
06.05.2024 2.41% 0.63 CHF 0.64 CHF 96'000 96'000 43'256 43'256 27'588 CHF 28'148 CHF 99.12% 99.12%
03.05.2024 2.43% 0.60 CHF 0.61 CHF 96'000 96'000 42'928 42'928 27'179 CHF 27'737 CHF 99.99% 99.99%
02.05.2024 2.67% 0.59 CHF 0.60 CHF 96'000 96'000 43'082 43'082 25'020 CHF 25'579 CHF 99.99% 99.99%

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