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 2.93% 0.71 CHF 0.73 CHF 80'000 50'000 78'734 50'000 55'583 CHF 36'359 CHF 98.00% 98.00%
15.05.2024 3.06% 0.72 CHF 0.74 CHF 70'000 50'000 79'101 49'753 52'867 CHF 34'323 CHF 97.04% 97.04%
14.05.2024 3.10% 0.66 CHF 0.68 CHF 80'000 50'000 80'269 50'000 52'467 CHF 33'716 CHF 99.96% 99.96%
13.05.2024 2.86% 0.70 CHF 0.72 CHF 80'000 50'000 80'000 50'000 55'674 CHF 35'804 CHF 100.00% 100.00%
10.05.2024 2.99% 0.66 CHF 0.68 CHF 80'000 50'000 79'499 50'000 53'567 CHF 34'726 CHF 100.00% 100.00%
08.05.2024 2.91% 0.67 CHF 0.69 CHF 80'000 50'000 79'741 50'000 55'231 CHF 35'657 CHF 98.85% 98.85%
07.05.2024 3.20% 0.68 CHF 0.70 CHF 80'000 50'000 86'034 50'000 52'859 CHF 31'801 CHF 97.06% 97.06%
06.05.2024 3.25% 0.60 CHF 0.62 CHF 90'000 50'000 89'904 50'000 54'448 CHF 31'282 CHF 99.36% 99.36%
03.05.2024 3.26% 0.61 CHF 0.63 CHF 90'000 50'000 89'443 50'000 53'913 CHF 31'148 CHF 97.47% 97.47%
02.05.2024 3.36% 0.57 CHF 0.59 CHF 90'000 50'000 91'546 50'000 52'755 CHF 29'826 CHF 99.39% 99.39%

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