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 2.24% 0.91 CHF 0.93 CHF 60'000 50'000 60'000 50'000 54'759 CHF 46'666 CHF 98.01% 98.01%
15.05.2024 2.36% 0.92 CHF 0.94 CHF 60'000 50'000 60'647 49'753 53'078 CHF 44'597 CHF 97.04% 97.04%
14.05.2024 2.38% 0.86 CHF 0.88 CHF 60'000 50'000 60'624 50'000 52'112 CHF 44'031 CHF 99.62% 99.62%
13.05.2024 2.21% 0.90 CHF 0.92 CHF 60'000 50'000 60'000 50'000 54'161 CHF 46'143 CHF 100.00% 100.00%
10.05.2024 2.27% 0.86 CHF 0.88 CHF 60'000 50'000 60'000 50'000 52'871 CHF 45'070 CHF 100.00% 100.00%
08.05.2024 2.28% 0.88 CHF 0.90 CHF 60'000 50'000 60'000 50'000 53'754 CHF 45'827 CHF 98.85% 98.85%
07.05.2024 2.42% 0.88 CHF 0.90 CHF 60'000 50'000 66'553 50'000 54'324 CHF 41'914 CHF 97.05% 97.05%
06.05.2024 2.44% 0.80 CHF 0.82 CHF 70'000 50'000 70'000 50'000 56'632 CHF 41'452 CHF 99.36% 99.36%
03.05.2024 2.45% 0.81 CHF 0.83 CHF 70'000 50'000 69'464 50'000 55'884 CHF 41'238 CHF 97.91% 97.91%
02.05.2024 2.53% 0.77 CHF 0.79 CHF 70'000 50'000 70'008 50'000 54'364 CHF 39'820 CHF 99.39% 99.39%

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