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 1.42% 0.72 CHF 0.73 CHF 40'000 40'000 39'753 39'753 28'093 CHF 28'493 CHF 100.00% 100.00%
15.05.2024 1.49% 0.70 CHF 0.71 CHF 40'000 40'000 39'927 39'927 26'691 CHF 27'091 CHF 100.00% 100.00%
14.05.2024 1.49% 0.69 CHF 0.70 CHF 40'000 40'000 39'254 39'254 27'211 CHF 27'611 CHF 100.00% 100.00%
13.05.2024 1.42% 0.72 CHF 0.73 CHF 40'000 40'000 39'961 39'961 27'981 CHF 28'381 CHF 99.45% 99.45%
10.05.2024 2.27% 0.74 CHF 0.75 CHF 40'000 40'000 36'387 36'387 25'699 CHF 26'087 CHF 100.00% 100.00%
08.05.2024 1.58% 0.64 CHF 0.65 CHF 40'000 40'000 39'868 39'868 25'174 CHF 25'574 CHF 98.93% 98.93%
07.05.2024 1.73% 0.53 CHF 0.54 CHF 40'000 40'000 39'926 39'926 23'053 CHF 23'453 CHF 99.59% 99.59%
06.05.2024 1.67% 0.60 CHF 0.61 CHF 40'000 40'000 40'000 40'000 23'815 CHF 24'215 CHF 100.00% 100.00%
03.05.2024 1.66% 0.60 CHF 0.61 CHF 40'000 40'000 40'000 40'000 23'926 CHF 24'326 CHF 96.42% 96.42%
02.05.2024 1.66% 0.58 CHF 0.59 CHF 40'000 40'000 40'000 40'000 23'900 CHF 24'300 CHF 96.89% 96.89%

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