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
15.05.2024 1.26% 0.85 CHF 0.86 CHF 200'000 200'000 89'319 89'319 72'704 CHF 73'601 CHF 99.99% 99.99%
14.05.2024 1.27% 0.76 CHF 0.77 CHF 200'000 200'000 78'763 78'763 66'720 CHF 67'538 CHF 97.19% 97.19%
13.05.2024 1.06% 1.04 CHF 1.05 CHF 194'000 194'000 88'877 88'877 86'904 CHF 87'794 CHF 99.49% 99.49%
10.05.2024 1.24% 0.82 CHF 0.83 CHF 200'000 200'000 89'485 89'485 73'343 CHF 74'240 CHF 100.00% 100.00%
08.05.2024 1.39% 0.76 CHF 0.77 CHF 200'000 200'000 94'968 94'968 69'863 CHF 70'815 CHF 99.13% 99.13%
07.05.2024 1.27% 0.79 CHF 0.80 CHF 200'000 200'000 89'411 89'411 71'071 CHF 71'968 CHF 99.83% 99.83%
06.05.2024 1.15% 0.89 CHF 0.90 CHF 200'000 200'000 89'495 89'495 78'678 CHF 79'574 CHF 100.00% 100.00%
03.05.2024 1.18% 0.84 CHF 0.85 CHF 200'000 200'000 89'604 89'604 76'567 CHF 77'465 CHF 99.71% 99.71%
02.05.2024 1.40% 0.78 CHF 0.79 CHF 200'000 200'000 96'380 96'380 70'442 CHF 71'408 CHF 99.99% 99.99%
30.04.2024 1.62% 0.59 CHF 0.60 CHF 220'000 220'000 96'453 96'453 59'702 CHF 60'669 CHF 99.84% 99.84%

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