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
17.05.2024 1.65% 0.71 CHF 0.72 CHF 80'000 50'000 78'061 50'000 54'580 CHF 35'569 CHF 95.43% 95.43%
16.05.2024 1.60% 0.72 CHF 0.73 CHF 70'000 50'000 70'000 50'000 53'764 CHF 39'021 CHF 84.78% 84.78%
15.05.2024 1.60% 0.79 CHF 0.80 CHF 70'000 50'000 72'779 49'737 53'412 CHF 37'142 CHF 91.22% 91.22%
14.05.2024 3.17% 0.71 CHF 0.73 CHF 25'000 25'000 25'000 25'000 16'858 CHF 17'401 CHF 96.99% 96.99%
13.05.2024 3.01% 0.71 CHF 0.73 CHF 25'000 25'000 25'000 25'000 18'349 CHF 18'910 CHF 98.44% 98.44%
10.05.2024 2.39% 0.75 CHF 0.77 CHF 25'000 25'000 43'360 34'826 32'163 CHF 26'422 CHF 83.34% 83.34%
08.05.2024 1.89% 0.63 CHF 0.64 CHF 80'000 50'000 81'314 50'000 51'627 CHF 32'365 CHF 99.43% 99.43%
07.05.2024 2.03% 0.60 CHF 0.61 CHF 90'000 50'000 90'000 50'000 52'709 CHF 29'884 CHF 96.12% 96.12%
06.05.2024 1.93% 0.59 CHF 0.60 CHF 90'000 50'000 91'030 50'000 51'839 CHF 29'038 CHF 97.81% 97.81%
03.05.2024 2.20% 0.54 CHF 0.56 CHF 100'000 50'000 99'844 50'000 52'486 CHF 26'872 CHF 92.06% 92.06%

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