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 1.69% 0.57 CHF 0.58 CHF 90'000 50'000 89'820 30'498 52'854 CHF 18'307 CHF 98.43% 98.43%
15.05.2024 1.88% 0.59 CHF 0.60 CHF 90'000 50'000 99'145 30'545 52'190 CHF 16'808 CHF 97.60% 97.60%
14.05.2024 1.63% 0.50 CHF 0.51 CHF 100'000 50'000 84'698 30'484 51'644 CHF 18'644 CHF 98.68% 98.68%
13.05.2024 1.49% 0.61 CHF 0.62 CHF 90'000 50'000 81'891 30'436 54'427 CHF 20'264 CHF 99.57% 99.57%
10.05.2024 1.60% 0.70 CHF 0.71 CHF 80'000 50'000 87'678 30'328 54'469 CHF 19'432 CHF 98.59% 98.59%
08.05.2024 1.72% 0.59 CHF 0.60 CHF 90'000 50'000 91'932 30'430 53'062 CHF 18'102 CHF 99.66% 99.66%
07.05.2024 2.18% 0.48 CHF 0.49 CHF 110'000 50'000 114'551 30'434 51'909 CHF 14'391 CHF 99.59% 99.59%
06.05.2024 2.32% 0.44 CHF 0.45 CHF 120'000 50'000 122'350 30'430 52'158 CHF 13'141 CHF 99.66% 99.66%
03.05.2024 2.06% 0.51 CHF 0.52 CHF 100'000 50'000 108'474 30'430 51'958 CHF 14'809 CHF 99.66% 99.66%
02.05.2024 2.23% 0.50 CHF 0.51 CHF 100'000 50'000 117'482 30'454 52'035 CHF 14'237 CHF 99.23% 99.23%

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