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 1.38% 0.85 CHF 0.86 CHF 220'000 220'000 96'886 96'886 73'311 CHF 74'286 CHF 97.56% 97.56%
15.05.2024 1.75% 0.67 CHF 0.68 CHF 250'000 250'000 108'891 108'891 65'765 CHF 66'860 CHF 98.22% 98.22%
14.05.2024 2.01% 0.54 CHF 0.55 CHF 260'000 260'000 114'802 114'802 59'012 CHF 60'167 CHF 98.17% 98.17%
13.05.2024 1.87% 0.56 CHF 0.57 CHF 260'000 260'000 112'215 112'215 61'469 CHF 62'596 CHF 98.47% 98.47%
10.05.2024 1.77% 0.54 CHF 0.55 CHF 260'000 260'000 112'450 112'450 64'797 CHF 65'926 CHF 98.39% 98.39%
08.05.2024 1.72% 0.58 CHF 0.59 CHF 250'000 250'000 109'547 109'547 65'330 CHF 66'429 CHF 96.91% 96.91%
07.05.2024 1.64% 0.65 CHF 0.66 CHF 250'000 250'000 109'651 109'651 68'618 CHF 69'718 CHF 95.90% 95.90%
06.05.2024 1.72% 0.62 CHF 0.63 CHF 270'000 270'000 114'747 114'747 69'240 CHF 70'392 CHF 98.18% 98.18%
03.05.2024 2.19% 0.48 CHF 0.49 CHF 300'000 300'000 129'627 129'627 61'028 CHF 62'328 CHF 96.90% 96.90%
02.05.2024 2.31% 0.43 CHF 0.44 CHF 320'000 320'000 131'900 131'900 57'081 CHF 58'406 CHF 98.47% 98.47%

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