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
24.05.2024 1.95% 0.52 CHF 0.53 CHF 100'000 100'000 100'000 100'000 50'725 CHF 51'725 CHF 99.38% 99.38%
23.05.2024 1.91% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 51'940 CHF 52'940 CHF 99.09% 99.09%
22.05.2024 2.02% 0.51 CHF 0.52 CHF 100'000 100'000 100'000 100'000 48'954 CHF 49'954 CHF 97.95% 97.95%
21.05.2024 1.78% 0.55 CHF 0.56 CHF 100'000 100'000 100'000 100'000 55'652 CHF 56'652 CHF 99.39% 99.39%
17.05.2024 1.57% 0.64 CHF 0.65 CHF 100'000 100'000 100'000 100'000 63'338 CHF 64'338 CHF 99.06% 99.06%
16.05.2024 1.61% 0.65 CHF 0.66 CHF 100'000 100'000 100'000 100'000 61'599 CHF 62'599 CHF 99.25% 99.25%
15.05.2024 1.82% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 54'947 CHF 55'947 CHF 99.38% 99.38%
14.05.2024 1.54% 0.64 CHF 0.65 CHF 100'000 100'000 100'000 100'000 64'485 CHF 65'485 CHF 99.18% 99.18%
13.05.2024 1.61% 0.60 CHF 0.61 CHF 100'000 100'000 100'000 100'000 61'600 CHF 62'600 CHF 99.39% 99.39%
10.05.2024 1.59% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 62'491 CHF 63'491 CHF 99.37% 99.37%

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