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 2.05% 0.40 CHF 0.41 CHF 125'000 125'000 108'306 108'306 52'154 CHF 53'237 CHF 99.10% 99.10%
14.05.2024 1.75% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 100'000 56'742 CHF 57'742 CHF 98.82% 98.82%
13.05.2024 1.74% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 56'966 CHF 57'966 CHF 99.13% 99.13%
10.05.2024 1.59% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 62'280 CHF 63'280 CHF 93.11% 93.11%
08.05.2024 1.58% 0.62 CHF 0.63 CHF 100'000 100'000 99'733 99'733 62'833 CHF 63'830 CHF 99.14% 99.14%
07.05.2024 1.63% 0.62 CHF 0.63 CHF 100'000 100'000 99'473 99'473 60'603 CHF 61'598 CHF 98.98% 98.98%
06.05.2024 1.50% 0.60 CHF 0.61 CHF 100'000 100'000 80'177 80'177 52'836 CHF 53'638 CHF 98.98% 98.98%
03.05.2024 1.22% 0.77 CHF 0.78 CHF 75'000 75'000 75'000 75'000 61'268 CHF 62'018 CHF 98.97% 98.97%
02.05.2024 1.05% 0.93 CHF 0.94 CHF 75'000 75'000 74'473 74'473 70'610 CHF 71'355 CHF 98.78% 98.78%
30.04.2024 1.22% 0.84 CHF 0.85 CHF 75'000 75'000 75'000 75'000 61'068 CHF 61'818 CHF 99.00% 99.00%

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