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 2.86% 0.74 CHF 0.76 CHF 70'000 20'000 70'000 20'000 51'962 CHF 15'277 CHF 98.68% 98.68%
15.05.2024 3.09% 0.72 CHF 0.75 CHF 73'912 10'000 76'083 19'816 52'796 CHF 14'175 CHF 65.86% 65.86%
14.05.2024 3.22% 0.66 CHF 0.68 CHF 78'112 20'000 79'349 20'000 51'689 CHF 13'456 CHF 88.41% 88.41%
13.05.2024 3.39% 0.63 CHF 0.65 CHF 79'245 20'000 79'504 20'000 50'287 CHF 13'088 CHF 43.29% 43.29%
10.05.2024 3.19% 0.66 CHF 0.68 CHF 76'694 20'000 76'719 20'000 50'330 CHF 13'547 CHF 99.27% 99.27%
08.05.2024 3.55% 0.59 CHF 0.61 CHF 80'853 20'000 81'698 20'000 48'706 CHF 12'356 CHF 85.56% 85.56%
07.05.2024 3.39% 0.59 CHF 0.62 CHF 80'790 20'000 80'845 20'000 48'951 CHF 12'530 CHF 93.15% 93.15%
06.05.2024 3.45% 0.59 CHF 0.61 CHF 81'792 20'000 82'073 20'000 49'331 CHF 12'443 CHF 86.12% 86.12%
03.05.2024 3.56% 0.58 CHF 0.60 CHF 84'450 20'000 87'113 20'000 48'094 CHF 11'455 CHF 69.13% 69.13%
02.05.2024 4.48% 0.45 CHF 0.47 CHF 102'261 20'000 102'803 20'000 44'837 CHF 9'124 CHF 95.38% 95.38%

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