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 2.04% 0.45 CHF 0.46 CHF 60'000 60'000 59'914 59'914 29'105 CHF 29'705 CHF 90.72% 90.72%
15.05.2024 2.07% 0.50 CHF 0.51 CHF 70'000 70'000 69'796 69'796 33'545 CHF 34'245 CHF 98.57% 98.57%
14.05.2024 2.55% 0.42 CHF 0.43 CHF 70'000 70'000 69'951 69'951 27'190 CHF 27'890 CHF 97.91% 97.91%
13.05.2024 2.41% 0.42 CHF 0.43 CHF 70'000 70'000 70'000 70'000 28'739 CHF 29'439 CHF 99.78% 99.78%
10.05.2024 2.27% 0.43 CHF 0.44 CHF 70'000 70'000 70'000 70'000 30'556 CHF 31'256 CHF 99.91% 99.91%
08.05.2024 2.54% 0.39 CHF 0.40 CHF 70'000 70'000 70'000 70'000 27'213 CHF 27'913 CHF 98.83% 98.83%
07.05.2024 2.95% 0.36 CHF 0.37 CHF 80'000 80'000 79'889 79'889 26'826 CHF 27'626 CHF 99.86% 99.86%
06.05.2024 3.26% 0.30 CHF 0.31 CHF 80'000 80'000 80'000 80'000 24'171 CHF 24'971 CHF 100.00% 100.00%
03.05.2024 3.75% 0.30 CHF 0.31 CHF 90'000 90'000 95'358 95'358 25'210 CHF 26'163 CHF 99.89% 99.89%
02.05.2024 4.49% 0.22 CHF 0.23 CHF 100'000 100'000 100'000 100'000 21'810 CHF 22'810 CHF 99.98% 99.98%

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