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 3.05% 1.05 CHF 1.06 CHF 50'000 50'000 67'002 30'433 56'394 CHF 27'055 CHF 99.69% 99.69%
15.05.2024 3.45% 0.79 CHF 0.80 CHF 70'000 50'000 70'393 30'293 51'865 CHF 23'186 CHF 98.97% 98.97%
14.05.2024 2.35% 0.70 CHF 0.71 CHF 80'000 50'000 74'314 40'263 54'046 CHF 29'557 CHF 35.48% 52.40%
13.05.2024 2.86% 0.98 CHF 0.99 CHF 60'000 50'000 60'000 30'432 53'641 CHF 28'215 CHF 99.67% 99.67%
10.05.2024 3.36% 0.76 CHF 0.77 CHF 70'000 50'000 70'000 30'328 52'696 CHF 23'550 CHF 98.61% 98.61%
08.05.2024 3.83% 0.70 CHF 0.71 CHF 80'000 50'000 80'000 30'432 52'892 CHF 20'988 CHF 99.68% 99.68%
07.05.2024 3.42% 0.73 CHF 0.74 CHF 70'000 50'000 70'672 30'433 51'838 CHF 22'973 CHF 99.67% 99.67%
06.05.2024 3.10% 0.83 CHF 0.84 CHF 70'000 50'000 69'834 30'432 56'850 CHF 25'455 CHF 99.67% 99.67%
03.05.2024 3.17% 0.78 CHF 0.79 CHF 70'000 50'000 70'000 30'430 55'528 CHF 24'770 CHF 99.67% 99.67%
02.05.2024 3.85% 0.72 CHF 0.73 CHF 70'000 50'000 79'655 30'408 52'383 CHF 20'837 CHF 99.55% 99.55%

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