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
14.05.2024 1.64% 0.67 CHF 0.68 CHF 80'000 50'000 80'000 50'000 55'646 CHF 35'354 CHF 98.81% 98.81%
13.05.2024 1.69% 0.71 CHF 0.72 CHF 80'000 50'000 78'747 50'000 55'503 CHF 35'863 CHF 94.00% 94.00%
10.05.2024 1.55% 0.77 CHF 0.78 CHF 70'000 50'000 70'463 50'000 52'264 CHF 37'676 CHF 91.46% 91.46%
08.05.2024 1.63% 0.70 CHF 0.71 CHF 80'000 50'000 78'278 50'000 55'015 CHF 35'740 CHF 86.23% 86.23%
07.05.2024 1.67% 0.68 CHF 0.69 CHF 80'000 50'000 80'000 50'000 54'049 CHF 34'349 CHF 97.06% 97.06%
06.05.2024 1.73% 0.66 CHF 0.67 CHF 80'000 50'000 80'000 50'000 52'302 CHF 33'258 CHF 99.79% 99.79%
03.05.2024 1.75% 0.66 CHF 0.67 CHF 80'000 50'000 86'691 50'000 53'150 CHF 31'262 CHF 97.56% 97.56%
02.05.2024 1.93% 0.56 CHF 0.57 CHF 90'000 50'000 83'859 50'000 52'510 CHF 31'985 CHF 92.57% 92.57%
30.04.2024 1.62% 0.74 CHF 0.75 CHF 70'000 50'000 70'000 50'000 51'957 CHF 37'718 CHF 99.42% 99.42%
29.04.2024 1.49% 0.74 CHF 0.75 CHF 70'000 50'000 70'142 50'000 53'753 CHF 38'898 CHF 99.32% 99.32%

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