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 5.02% 1.67 CHF 1.72 CHF 30'000 20'000 30'000 7'473 51'831 CHF 13'408 CHF 99.58% 99.58%
28.05.2024 5.03% 1.75 CHF 1.80 CHF 30'000 20'000 30'000 7'381 51'960 CHF 13'302 CHF 98.82% 98.82%
27.05.2024 5.73% 1.74 CHF 1.84 CHF 30'000 4'000 30'321 4'000 51'413 CHF 7'184 CHF 99.68% 99.68%
24.05.2024 5.17% 1.69 CHF 1.74 CHF 30'000 20'000 34'614 7'670 57'712 CHF 13'427 CHF 92.77% 92.77%
23.05.2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
22.05.2024 4.52% 1.88 CHF 1.93 CHF 30'000 20'000 30'000 7'398 57'850 CHF 14'662 CHF 97.51% 97.51%
21.05.2024 4.38% 2.03 CHF 2.08 CHF 30'000 20'000 30'000 7'436 59'848 CHF 15'458 CHF 99.29% 99.29%
17.05.2024 4.60% 1.98 CHF 2.03 CHF 30'000 20'000 30'000 7'473 57'130 CHF 15'080 CHF 99.59% 99.59%
16.05.2024 4.79% 1.87 CHF 1.92 CHF 30'000 20'000 30'000 7'473 54'512 CHF 14'175 CHF 99.59% 99.59%
15.05.2024 4.94% 1.86 CHF 1.91 CHF 30'000 20'000 30'000 7'488 52'697 CHF 13'672 CHF 99.15% 99.15%

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