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 0.83% 1.46 CHF 1.47 CHF 50'000 50'000 42'172 20'267 61'256 CHF 29'974 CHF 99.62% 99.62%
14.05.2024 0.81% 1.49 CHF 1.50 CHF 50'000 50'000 42'171 20'242 62'453 CHF 30'389 CHF 99.62% 99.62%
13.05.2024 0.87% 1.39 CHF 1.40 CHF 50'000 50'000 42'171 20'236 58'483 CHF 28'225 CHF 99.61% 99.61%
10.05.2024 0.84% 1.36 CHF 1.37 CHF 50'000 50'000 42'132 20'125 61'239 CHF 29'568 CHF 98.57% 98.57%
08.05.2024 0.92% 1.49 CHF 1.50 CHF 50'000 50'000 42'172 20'266 56'010 CHF 28'187 CHF 99.62% 99.62%
07.05.2024 1.03% 1.29 CHF 1.30 CHF 50'000 50'000 50'000 20'284 58'576 CHF 24'302 CHF 99.15% 99.15%
06.05.2024 1.28% 1.09 CHF 1.10 CHF 50'000 50'000 58'502 20'266 55'296 CHF 20'153 CHF 99.62% 99.62%
03.05.2024 1.59% 0.85 CHF 0.86 CHF 60'000 50'000 68'858 20'078 52'201 CHF 16'179 CHF 99.08% 99.08%
02.05.2024 1.93% 0.71 CHF 0.72 CHF 80'000 50'000 87'240 20'238 54'426 CHF 13'283 CHF 99.62% 99.62%
30.04.2024 1.80% 0.61 CHF 0.62 CHF 90'000 50'000 80'386 19'501 53'637 CHF 13'098 CHF 97.12% 97.12%

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