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
14.05.2024 3.91% 1.06 CHF 1.11 CHF 50'000 25'000 50'000 25'000 53'267 CHF 27'695 CHF 99.13% 99.13%
13.05.2024 3.37% 1.06 CHF 1.10 CHF 50'000 25'000 53'040 25'000 54'065 CHF 26'474 CHF 99.38% 99.38%
10.05.2024 3.12% 0.88 CHF 0.91 CHF 60'000 50'000 65'115 50'000 53'929 CHF 42'867 CHF 99.42% 99.42%
08.05.2024 3.27% 0.63 CHF 0.65 CHF 80'000 50'000 82'998 50'000 52'748 CHF 32'871 CHF 98.83% 98.83%
07.05.2024 4.29% 0.52 CHF 0.54 CHF 100'000 50'000 102'846 50'000 51'823 CHF 26'337 CHF 97.06% 97.06%
06.05.2024 3.77% 0.56 CHF 0.58 CHF 90'000 50'000 98'169 50'000 53'162 CHF 28'134 CHF 100.00% 100.00%
03.05.2024 3.64% 0.52 CHF 0.54 CHF 100'000 50'000 99'215 50'000 53'572 CHF 28'007 CHF 97.94% 97.94%
02.05.2024 4.27% 0.50 CHF 0.52 CHF 100'000 50'000 100'771 50'000 52'082 CHF 26'980 CHF 99.40% 99.40%
30.04.2024 3.89% 0.59 CHF 0.61 CHF 90'000 50'000 90'000 50'000 52'235 CHF 30'169 CHF 99.37% 99.37%
29.04.2024 3.63% 0.57 CHF 0.59 CHF 90'000 50'000 94'748 50'000 52'485 CHF 28'738 CHF 100.00% 100.00%

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