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 1.17% 1.01 CHF 1.02 CHF 50'000 50'000 50'000 50'000 51'210 CHF 51'810 CHF 92.62% 92.62%
15.05.2024 1.18% 1.00 CHF 1.01 CHF 59'700 50'000 59'566 49'358 57'801 CHF 48'463 CHF 78.68% 78.68%
14.05.2024 1.30% 0.91 CHF 0.92 CHF 60'000 50'000 59'127 49'353 52'321 CHF 44'239 CHF 99.16% 99.16%
13.05.2024 1.37% 0.84 CHF 0.85 CHF 61'979 50'000 60'162 50'000 51'659 CHF 43'528 CHF 87.88% 87.88%
10.05.2024 1.29% 0.85 CHF 0.86 CHF 60'000 50'000 61'872 50'000 50'684 CHF 41'509 CHF 93.89% 93.89%
08.05.2024 1.27% 0.82 CHF 0.84 CHF 62'334 50'000 60'046 50'000 53'180 CHF 44'849 CHF 95.68% 95.68%
07.05.2024 1.37% 0.88 CHF 0.89 CHF 60'000 50'000 62'241 50'000 50'281 CHF 40'969 CHF 87.98% 87.98%
06.05.2024 1.23% 0.76 CHF 0.77 CHF 63'005 50'000 61'357 50'000 50'435 CHF 41'638 CHF 90.31% 90.31%
03.05.2024 1.23% 0.81 CHF 0.82 CHF 62'270 50'000 61'822 50'000 50'579 CHF 41'433 CHF 98.64% 98.64%
02.05.2024 1.28% 0.76 CHF 0.77 CHF 63'694 50'000 62'969 50'000 50'516 CHF 40'637 CHF 99.13% 99.13%

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