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
15.05.2024 1.86% 0.50 CHF 0.51 CHF 100'000 60'000 99'248 36'542 52'871 CHF 19'907 CHF 99.18% 99.18%
14.05.2024 1.71% 0.58 CHF 0.59 CHF 90'000 60'000 90'015 36'544 52'093 CHF 21'478 CHF 98.88% 98.88%
13.05.2024 1.64% 0.61 CHF 0.62 CHF 90'000 60'000 89'950 36'495 54'549 CHF 22'324 CHF 99.53% 99.53%
10.05.2024 1.88% 0.57 CHF 0.58 CHF 90'000 60'000 98'522 36'396 51'993 CHF 19'807 CHF 98.57% 98.57%
08.05.2024 1.57% 0.62 CHF 0.63 CHF 90'000 60'000 81'442 36'292 51'444 CHF 23'242 CHF 98.47% 98.47%
07.05.2024 1.52% 0.64 CHF 0.65 CHF 80'000 60'000 80'000 36'470 52'185 CHF 24'076 CHF 97.40% 97.40%
06.05.2024 1.57% 0.64 CHF 0.65 CHF 80'000 60'000 81'489 36'480 51'416 CHF 23'384 CHF 98.38% 98.38%
03.05.2024 1.49% 0.69 CHF 0.70 CHF 80'000 60'000 80'108 36'197 53'385 CHF 24'599 CHF 98.12% 98.12%
02.05.2024 1.42% 0.68 CHF 0.69 CHF 80'000 60'000 79'020 36'731 55'199 CHF 25'985 CHF 94.87% 94.87%
30.04.2024 1.71% 0.62 CHF 0.63 CHF 90'000 60'000 90'000 36'307 52'261 CHF 21'552 CHF 98.75% 98.75%

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