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 4.79% 0.65 CHF 0.68 CHF 51'961 20'000 52'114 20'000 33'737 CHF 13'584 CHF 95.06% 95.06%
28.05.2024 4.44% 0.69 CHF 0.72 CHF 51'385 20'000 51'156 20'000 36'702 CHF 15'007 CHF 95.64% 95.64%
27.05.2024 4.32% 0.73 CHF 0.76 CHF 50'887 20'000 50'947 20'000 36'543 CHF 14'981 CHF 79.86% 79.86%
24.05.2024 4.66% 0.73 CHF 0.76 CHF 50'828 20'000 52'160 20'000 36'092 CHF 14'505 CHF 83.63% 83.63%
23.05.2024 4.33% 0.76 CHF 0.79 CHF 55'453 20'000 52'560 20'000 36'934 CHF 14'668 CHF 74.11% 74.11%
22.05.2024 5.15% 0.61 CHF 0.65 CHF 54'199 20'000 54'326 20'000 32'313 CHF 12'525 CHF 94.11% 94.11%
21.05.2024 5.15% 0.60 CHF 0.64 CHF 54'937 20'000 54'906 20'000 33'447 CHF 12'845 CHF 98.39% 98.39%
17.05.2024 4.99% 0.69 CHF 0.72 CHF 56'623 20'000 57'620 20'000 34'664 CHF 12'645 CHF 95.65% 95.65%
16.05.2024 4.81% 0.62 CHF 0.65 CHF 54'910 20'000 55'138 20'000 34'582 CHF 13'162 CHF 75.75% 75.75%
15.05.2024 5.36% 0.60 CHF 0.64 CHF 30'000 10'000 56'357 19'813 31'822 CHF 11'801 CHF 65.88% 65.88%

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