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 2.28% 0.86 CHF 0.88 CHF 80'000 80'000 79'736 79'736 69'684 CHF 71'284 CHF 99.90% 99.90%
15.05.2024 2.42% 0.87 CHF 0.89 CHF 80'000 80'000 79'854 79'854 65'389 CHF 66'989 CHF 100.00% 100.00%
14.05.2024 2.78% 0.76 CHF 0.78 CHF 80'000 80'000 79'943 79'943 56'850 CHF 58'450 CHF 99.81% 99.81%
13.05.2024 2.69% 0.71 CHF 0.73 CHF 80'000 80'000 80'000 80'000 58'656 CHF 60'256 CHF 99.58% 99.58%
10.05.2024 2.69% 0.72 CHF 0.74 CHF 80'000 80'000 79'975 79'975 58'818 CHF 60'418 CHF 100.00% 100.00%
08.05.2024 2.75% 0.72 CHF 0.74 CHF 80'000 80'000 79'691 79'691 57'566 CHF 59'166 CHF 98.52% 98.52%
07.05.2024 3.00% 0.67 CHF 0.69 CHF 90'000 90'000 90'515 90'515 59'800 CHF 61'615 CHF 99.43% 99.43%
06.05.2024 3.56% 0.43 CHF 0.45 CHF 100'000 100'000 100'482 100'482 41'704 CHF 43'211 CHF 100.00% 100.00%
03.05.2024 3.85% 0.36 CHF 0.38 CHF 120'000 120'000 121'360 121'360 38'720 CHF 40'249 CHF 99.98% 99.98%
02.05.2024 3.93% 0.25 CHF 0.26 CHF 120'000 120'000 120'000 120'000 29'980 CHF 31'180 CHF 98.52% 98.52%

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