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 1.84% 0.59 CHF 0.60 CHF 110'000 110'000 109'495 109'495 59'191 CHF 60'288 CHF 99.12% 99.12%
14.05.2024 2.32% 0.47 CHF 0.48 CHF 120'000 120'000 119'098 119'098 51'093 CHF 52'285 CHF 97.75% 97.75%
13.05.2024 3.20% 0.30 CHF 0.31 CHF 120'000 120'000 120'000 120'000 36'978 CHF 38'178 CHF 99.90% 99.90%
10.05.2024 3.19% 0.32 CHF 0.33 CHF 130'000 130'000 130'000 130'000 40'222 CHF 41'522 CHF 99.98% 99.98%
08.05.2024 3.35% 0.30 CHF 0.31 CHF 130'000 130'000 130'000 130'000 38'155 CHF 39'455 CHF 98.96% 98.96%
07.05.2024 3.59% 0.30 CHF 0.31 CHF 130'000 130'000 138'264 138'264 37'902 CHF 39'286 CHF 99.67% 99.67%
06.05.2024 4.01% 0.25 CHF 0.26 CHF 140'000 140'000 140'000 140'000 34'227 CHF 35'627 CHF 100.00% 100.00%
03.05.2024 3.70% 0.26 CHF 0.27 CHF 140'000 140'000 140'000 140'000 37'157 CHF 38'557 CHF 100.00% 100.00%
02.05.2024 4.38% 0.23 CHF 0.24 CHF 150'000 150'000 151'674 151'674 33'908 CHF 35'425 CHF 99.97% 99.97%
30.04.2024 4.78% 0.21 CHF 0.22 CHF 150'000 150'000 149'916 149'916 30'670 CHF 32'170 CHF 99.96% 99.96%

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