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 1.78% 0.56 CHF 0.57 CHF 100'000 50'000 100'000 50'000 55'684 CHF 28'342 CHF 98.47% 98.47%
15.05.2024 1.85% 0.55 CHF 0.56 CHF 100'000 50'000 100'000 50'000 53'679 CHF 27'340 CHF 98.33% 98.33%
14.05.2024 1.88% 0.54 CHF 0.55 CHF 100'000 50'000 100'000 50'000 52'715 CHF 26'857 CHF 99.36% 99.36%
13.05.2024 1.89% 0.51 CHF 0.52 CHF 100'000 50'000 100'000 50'000 52'535 CHF 26'768 CHF 98.93% 98.93%
10.05.2024 1.85% 0.52 CHF 0.53 CHF 100'000 50'000 100'000 50'000 53'579 CHF 27'289 CHF 99.38% 99.38%
08.05.2024 1.90% 0.54 CHF 0.55 CHF 100'000 50'000 100'000 50'000 52'277 CHF 26'638 CHF 99.36% 99.36%
07.05.2024 1.95% 0.52 CHF 0.53 CHF 100'000 50'000 100'000 50'000 50'886 CHF 25'943 CHF 94.72% 94.72%
06.05.2024 2.09% 0.47 CHF 0.48 CHF 100'000 50'000 100'000 50'000 47'256 CHF 24'128 CHF 99.37% 99.37%
03.05.2024 2.04% 0.49 CHF 0.50 CHF 100'000 50'000 100'000 50'000 48'528 CHF 24'764 CHF 99.36% 99.36%
02.05.2024 1.89% 0.51 CHF 0.52 CHF 100'000 50'000 100'000 50'000 52'472 CHF 26'736 CHF 99.37% 99.37%

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