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 1.18% 0.97 CHF 0.98 CHF 190'000 190'000 106'677 106'677 94'889 CHF 95'964 CHF 100.00% 100.00%
14.05.2024 1.22% 0.85 CHF 0.86 CHF 200'000 200'000 108'325 108'325 91'174 CHF 92'262 CHF 99.90% 99.90%
13.05.2024 1.34% 0.80 CHF 0.81 CHF 200'000 200'000 112'355 112'355 86'807 CHF 87'935 CHF 100.00% 100.00%
10.05.2024 1.36% 0.68 CHF 0.69 CHF 200'000 200'000 109'266 109'266 80'907 CHF 82'003 CHF 99.68% 99.68%
08.05.2024 1.51% 0.66 CHF 0.67 CHF 210'000 210'000 118'245 118'245 79'783 CHF 80'970 CHF 98.38% 98.38%
07.05.2024 1.45% 0.68 CHF 0.69 CHF 220'000 220'000 120'992 120'992 85'718 CHF 86'933 CHF 97.74% 97.74%
06.05.2024 1.56% 0.65 CHF 0.66 CHF 210'000 210'000 118'743 118'743 78'687 CHF 79'879 CHF 99.51% 99.51%
03.05.2024 1.74% 0.75 CHF 0.76 CHF 300'000 300'000 109'108 109'108 81'670 CHF 82'923 CHF 97.78% 97.78%
02.05.2024 2.65% 0.39 CHF 0.40 CHF 360'000 360'000 202'820 202'820 78'242 CHF 80'278 CHF 99.94% 99.94%
30.04.2024 2.23% 0.46 CHF 0.47 CHF 300'000 300'000 168'921 168'921 77'732 CHF 79'429 CHF 99.68% 99.68%

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