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 1.23% 0.87 CHF 0.88 CHF 60'000 20'000 66'621 19'770 53'848 CHF 16'225 CHF 98.95% 98.95%
14.05.2024 1.33% 0.75 CHF 0.76 CHF 70'000 20'000 70'143 20'000 52'223 CHF 15'092 CHF 68.97% 68.97%
13.05.2024 1.56% 0.72 CHF 0.73 CHF 76'031 10'000 71'486 10'000 51'809 CHF 7'365 CHF 60.53% 60.53%
10.05.2024 1.66% 0.69 CHF 0.70 CHF 76'500 10'000 70'095 10'000 51'881 CHF 7'526 CHF 85.49% 85.49%
08.05.2024 1.45% 0.79 CHF 0.80 CHF 70'000 10'000 71'115 10'000 52'153 CHF 7'445 CHF 81.16% 81.16%
07.05.2024 2.53% 0.69 CHF 0.70 CHF 76'424 10'000 76'969 10'000 49'852 CHF 6'643 CHF 95.31% 95.31%
06.05.2024 2.73% 0.62 CHF 0.63 CHF 77'261 10'000 76'629 9'973 48'383 CHF 6'471 CHF 100.00% 100.00%
03.05.2024 4.20% 0.58 CHF 0.61 CHF 5'000 5'000 5'000 5'000 3'049 CHF 3'180 CHF 98.58% 98.58%
02.05.2024 3.74% 0.69 CHF 0.72 CHF 5'000 5'000 5'000 5'000 3'642 CHF 3'780 CHF 99.02% 99.02%
30.04.2024 2.81% 0.92 CHF 0.95 CHF 5'000 5'000 5'000 5'000 4'828 CHF 4'964 CHF 100.00% 100.00%

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