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
29.05.2024 1.29% 0.74 CHF 0.75 CHF 70'000 60'000 70'000 36'520 53'776 CHF 28'337 CHF 99.67% 99.67%
28.05.2024 1.29% 0.77 CHF 0.78 CHF 70'000 60'000 70'000 36'340 53'791 CHF 28'219 CHF 98.90% 98.90%
27.05.2024 1.32% 0.78 CHF 0.79 CHF 70'000 30'000 70'000 30'000 52'753 CHF 22'909 CHF 99.68% 99.68%
24.05.2024 1.34% 0.74 CHF 0.75 CHF 70'000 60'000 70'000 36'890 51'722 CHF 27'646 CHF 92.86% 92.86%
23.05.2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
22.05.2024 1.18% 0.82 CHF 0.83 CHF 70'000 60'000 62'454 36'372 52'722 CHF 30'956 CHF 97.60% 97.60%
21.05.2024 1.14% 0.88 CHF 0.89 CHF 60'000 60'000 60'000 36'444 52'304 CHF 32'152 CHF 99.35% 99.35%
17.05.2024 1.19% 0.86 CHF 0.87 CHF 60'000 60'000 66'979 36'519 55'708 CHF 30'980 CHF 99.68% 99.68%
16.05.2024 1.25% 0.81 CHF 0.82 CHF 70'000 60'000 70'000 36'520 55'833 CHF 29'487 CHF 99.68% 99.68%
15.05.2024 1.29% 0.81 CHF 0.82 CHF 70'000 60'000 70'000 36'550 53'860 CHF 28'425 CHF 99.18% 99.18%

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