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
24.05.2024 1.37% 0.76 CHF 0.77 CHF 75'000 50'000 75'000 50'000 54'562 CHF 36'875 CHF 99.34% 99.34%
23.05.2024 1.44% 0.69 CHF 0.70 CHF 75'000 50'000 75'000 50'000 51'811 CHF 35'041 CHF 99.36% 99.36%
22.05.2024 1.53% 0.66 CHF 0.67 CHF 75'000 50'000 75'000 50'000 48'521 CHF 32'847 CHF 99.37% 99.37%
21.05.2024 1.53% 0.65 CHF 0.66 CHF 75'000 50'000 75'000 50'000 48'755 CHF 33'004 CHF 99.24% 99.24%
17.05.2024 1.55% 0.65 CHF 0.66 CHF 100'000 50'000 100'000 50'000 64'028 CHF 32'514 CHF 99.36% 99.36%
16.05.2024 1.49% 0.67 CHF 0.68 CHF 100'000 50'000 100'000 50'000 66'490 CHF 33'745 CHF 98.48% 98.48%
15.05.2024 1.55% 0.66 CHF 0.67 CHF 100'000 50'000 100'000 50'000 63'841 CHF 32'421 CHF 98.33% 98.33%
14.05.2024 1.58% 0.64 CHF 0.65 CHF 100'000 50'000 100'000 50'000 62'677 CHF 31'839 CHF 99.36% 99.36%
13.05.2024 1.59% 0.61 CHF 0.62 CHF 100'000 50'000 100'000 50'000 62'494 CHF 31'747 CHF 98.93% 98.93%
10.05.2024 1.56% 0.62 CHF 0.63 CHF 100'000 50'000 100'000 50'000 63'477 CHF 32'239 CHF 99.38% 99.38%

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