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 1.59% 0.95 CHF 0.96 CHF 96'000 96'000 43'009 43'009 41'379 CHF 41'938 CHF 99.99% 99.99%
15.05.2024 1.67% 0.96 CHF 0.97 CHF 96'000 96'000 42'904 42'904 40'271 CHF 40'830 CHF 100.00% 100.00%
14.05.2024 1.66% 0.91 CHF 0.92 CHF 94'000 94'000 42'459 42'459 38'997 CHF 39'550 CHF 100.00% 100.00%
13.05.2024 1.55% 0.98 CHF 0.99 CHF 96'000 96'000 43'112 43'112 42'337 CHF 42'897 CHF 100.00% 100.00%
10.05.2024 1.71% 0.97 CHF 0.98 CHF 96'000 96'000 42'844 42'844 39'558 CHF 40'114 CHF 100.00% 100.00%
08.05.2024 1.73% 0.91 CHF 0.92 CHF 94'000 94'000 42'064 42'064 38'063 CHF 38'614 CHF 98.39% 98.39%
07.05.2024 1.75% 0.89 CHF 0.90 CHF 94'000 94'000 42'418 42'418 37'464 CHF 38'019 CHF 98.97% 98.97%
06.05.2024 1.64% 0.93 CHF 0.94 CHF 96'000 96'000 43'282 43'282 40'225 CHF 40'785 CHF 98.97% 98.97%
03.05.2024 1.63% 0.97 CHF 0.98 CHF 96'000 96'000 42'923 42'923 40'329 CHF 40'887 CHF 99.99% 99.99%
02.05.2024 1.52% 1.00 CHF 1.01 CHF 96'000 96'000 43'081 43'081 43'175 CHF 43'735 CHF 99.99% 99.99%

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