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
16.05.2024 0.96% 1.14 CHF 1.15 CHF 50'000 50'000 50'000 50'000 59'184 CHF 59'755 CHF 84.78% 84.78%
15.05.2024 1.05% 1.20 CHF 1.21 CHF 50'000 50'000 50'000 49'737 57'637 CHF 57'934 CHF 91.18% 91.18%
14.05.2024 1.96% 1.13 CHF 1.15 CHF 25'000 25'000 25'000 25'000 27'268 CHF 27'809 CHF 93.75% 93.75%
13.05.2024 1.88% 1.12 CHF 1.14 CHF 25'000 25'000 25'000 25'000 28'498 CHF 29'039 CHF 98.44% 98.44%
10.05.2024 1.53% 1.16 CHF 1.18 CHF 25'000 25'000 34'826 34'826 39'688 CHF 40'236 CHF 83.34% 83.34%
08.05.2024 1.07% 1.04 CHF 1.05 CHF 50'000 50'000 50'000 50'000 52'400 CHF 52'964 CHF 99.43% 99.43%
07.05.2024 1.13% 1.02 CHF 1.03 CHF 50'000 50'000 53'989 50'000 53'860 CHF 50'506 CHF 96.13% 96.13%
06.05.2024 1.21% 1.00 CHF 1.02 CHF 50'000 50'000 59'162 50'000 57'582 CHF 49'279 CHF 97.81% 97.81%
03.05.2024 1.24% 0.95 CHF 0.96 CHF 60'000 50'000 60'000 50'000 55'679 CHF 46'979 CHF 92.12% 92.12%
02.05.2024 1.31% 0.90 CHF 0.92 CHF 60'000 50'000 60'000 50'000 53'853 CHF 45'470 CHF 99.13% 99.13%

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