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 3.65% 0.91 CHF 0.92 CHF 60'000 40'000 76'892 24'343 54'081 CHF 18'270 CHF 99.64% 99.64%
15.05.2024 4.22% 0.65 CHF 0.66 CHF 80'000 40'000 88'846 24'340 53'141 CHF 15'260 CHF 99.61% 99.61%
14.05.2024 2.88% 0.56 CHF 0.57 CHF 90'000 40'000 89'373 32'223 52'495 CHF 19'176 CHF 35.41% 52.32%
13.05.2024 3.33% 0.85 CHF 0.86 CHF 60'000 40'000 69'647 24'343 53'300 CHF 19'444 CHF 99.62% 99.62%
10.05.2024 4.04% 0.63 CHF 0.64 CHF 80'000 40'000 85'429 24'264 53'301 CHF 15'723 CHF 98.59% 98.59%
08.05.2024 4.74% 0.57 CHF 0.58 CHF 90'000 40'000 98'526 24'343 52'375 CHF 13'648 CHF 99.63% 99.63%
07.05.2024 4.13% 0.60 CHF 0.61 CHF 90'000 40'000 90'000 24'343 54'451 CHF 15'242 CHF 99.63% 99.63%
06.05.2024 3.66% 0.70 CHF 0.71 CHF 80'000 40'000 79'927 24'344 54'841 CHF 17'246 CHF 99.63% 99.63%
03.05.2024 3.77% 0.65 CHF 0.66 CHF 80'000 40'000 80'046 24'339 53'157 CHF 16'672 CHF 99.61% 99.61%
02.05.2024 4.77% 0.59 CHF 0.60 CHF 90'000 40'000 98'954 24'344 52'221 CHF 13'527 CHF 99.63% 99.63%

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