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 2.56% 0.67 CHF 0.68 CHF 85'000 85'000 47'466 47'466 32'855 CHF 33'621 CHF 100.00% 100.00%
15.05.2024 2.50% 0.76 CHF 0.77 CHF 88'000 88'000 48'002 48'002 35'503 CHF 36'273 CHF 99.67% 99.67%
14.05.2024 2.34% 0.72 CHF 0.73 CHF 86'000 86'000 48'026 48'026 35'761 CHF 36'535 CHF 100.00% 100.00%
13.05.2024 2.01% 0.83 CHF 0.84 CHF 90'000 90'000 51'218 51'218 44'340 CHF 45'168 CHF 99.88% 99.88%
10.05.2024 2.15% 0.88 CHF 0.89 CHF 93'000 93'000 50'219 50'219 42'060 CHF 42'865 CHF 99.84% 99.84%
08.05.2024 1.19% 0.83 CHF 0.84 CHF 91'000 91'000 50'222 50'222 42'559 CHF 43'063 CHF 98.19% 98.19%
07.05.2024 1.22% 0.86 CHF 0.87 CHF 92'000 92'000 50'475 50'475 42'360 CHF 42'867 CHF 99.89% 99.89%
06.05.2024 1.29% 0.88 CHF 0.89 CHF 93'000 93'000 49'950 49'950 40'012 CHF 40'513 CHF 100.00% 100.00%
03.05.2024 1.28% 0.79 CHF 0.80 CHF 89'000 89'000 49'438 49'438 38'966 CHF 39'462 CHF 99.46% 99.46%
02.05.2024 1.16% 0.88 CHF 0.89 CHF 92'000 92'000 44'744 44'744 42'496 CHF 42'952 CHF 97.02% 97.02%

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