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
14.05.2024 2.53% 0.88 CHF 0.90 CHF 25'000 25'000 25'000 25'000 21'088 CHF 21'628 CHF 97.00% 97.00%
13.05.2024 2.37% 0.89 CHF 0.91 CHF 25'000 25'000 25'000 25'000 22'715 CHF 23'260 CHF 98.44% 98.44%
10.05.2024 1.95% 0.93 CHF 0.95 CHF 25'000 25'000 38'757 34'826 35'184 CHF 32'183 CHF 83.34% 83.34%
08.05.2024 1.52% 0.80 CHF 0.81 CHF 70'000 50'000 70'000 50'000 56'989 CHF 41'329 CHF 99.43% 99.43%
07.05.2024 1.62% 0.78 CHF 0.79 CHF 70'000 50'000 70'000 50'000 53'526 CHF 38'856 CHF 96.13% 96.13%
06.05.2024 1.46% 0.77 CHF 0.78 CHF 70'000 50'000 70'000 50'000 52'522 CHF 38'068 CHF 97.81% 97.81%
03.05.2024 1.64% 0.73 CHF 0.74 CHF 70'000 50'000 77'589 50'000 54'577 CHF 35'786 CHF 92.12% 92.12%
02.05.2024 1.78% 0.69 CHF 0.70 CHF 80'000 50'000 80'000 50'000 54'397 CHF 34'609 CHF 99.39% 99.39%
30.04.2024 1.67% 0.68 CHF 0.70 CHF 80'000 50'000 73'346 50'000 53'275 CHF 36'979 CHF 91.76% 91.76%
29.04.2024 1.38% 0.78 CHF 0.80 CHF 70'000 50'000 69'999 50'000 56'590 CHF 40'982 CHF 97.46% 97.46%

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