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 0.49% 2.16 CHF 2.17 CHF 50'000 50'000 49'904 49'904 102'392 CHF 102'892 CHF 99.78% 99.78%
14.05.2024 0.58% 1.88 CHF 1.89 CHF 50'000 50'000 49'992 49'992 86'668 CHF 87'168 CHF 99.99% 99.99%
13.05.2024 0.61% 1.64 CHF 1.65 CHF 50'000 50'000 49'981 50'000 81'458 CHF 81'988 CHF 100.00% 100.00%
10.05.2024 0.64% 1.54 CHF 1.55 CHF 50'000 50'000 50'000 50'000 77'586 CHF 78'086 CHF 99.57% 99.57%
08.05.2024 0.73% 1.40 CHF 1.41 CHF 50'000 50'000 49'989 49'989 67'883 CHF 68'383 CHF 99.29% 99.29%
07.05.2024 0.78% 1.43 CHF 1.44 CHF 50'000 50'000 49'967 49'967 64'597 CHF 65'098 CHF 100.00% 100.00%
06.05.2024 0.77% 1.22 CHF 1.23 CHF 50'000 50'000 50'000 50'000 64'648 CHF 65'148 CHF 100.00% 100.00%
03.05.2024 0.77% 1.21 CHF 1.22 CHF 50'000 50'000 50'000 50'000 64'385 CHF 64'885 CHF 99.93% 99.93%
02.05.2024 0.82% 1.24 CHF 1.25 CHF 50'000 50'000 50'000 50'000 60'550 CHF 61'050 CHF 99.98% 99.98%
30.04.2024 0.91% 1.04 CHF 1.05 CHF 50'000 50'000 49'953 49'953 54'720 CHF 55'220 CHF 99.97% 99.97%

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