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 1.72% 0.57 CHF 0.58 CHF 100'000 100'000 100'000 100'000 57'677 CHF 58'677 CHF 99.52% 99.52%
15.05.2024 1.65% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 60'062 CHF 61'062 CHF 95.34% 95.34%
14.05.2024 1.65% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 60'250 CHF 61'250 CHF 87.28% 87.28%
13.05.2024 1.84% 0.55 CHF 0.56 CHF 100'000 100'000 100'000 100'000 53'925 CHF 54'925 CHF 99.06% 99.06%
10.05.2024 1.92% 0.51 CHF 0.52 CHF 100'000 100'000 100'000 100'000 51'622 CHF 52'622 CHF 98.16% 98.16%
08.05.2024 1.95% 0.51 CHF 0.52 CHF 100'000 100'000 100'000 100'000 50'857 CHF 51'857 CHF 95.49% 95.49%
07.05.2024 1.87% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 100'000 52'955 CHF 53'955 CHF 99.54% 99.54%
06.05.2024 1.93% 0.51 CHF 0.52 CHF 100'000 100'000 100'000 100'000 51'427 CHF 52'427 CHF 99.55% 99.55%
03.05.2024 2.01% 0.49 CHF 0.50 CHF 100'000 100'000 100'000 100'000 49'267 CHF 50'267 CHF 99.37% 99.37%
02.05.2024 2.08% 0.48 CHF 0.49 CHF 100'000 100'000 100'000 100'000 47'550 CHF 48'550 CHF 96.04% 96.04%

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