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 2.80% 0.74 CHF 0.76 CHF 70'000 20'000 70'000 20'000 51'937 CHF 15'261 CHF 98.68% 98.68%
15.05.2024 3.06% 0.72 CHF 0.75 CHF 70'000 10'000 79'984 19'813 55'414 CHF 14'145 CHF 65.88% 65.88%
14.05.2024 3.05% 0.67 CHF 0.69 CHF 80'000 20'000 80'000 20'000 52'661 CHF 13'573 CHF 88.41% 88.41%
13.05.2024 3.30% 0.65 CHF 0.67 CHF 80'000 20'000 81'233 20'000 51'856 CHF 13'201 CHF 41.73% 41.73%
10.05.2024 3.09% 0.66 CHF 0.68 CHF 80'000 20'000 80'000 20'000 52'675 CHF 13'581 CHF 99.27% 99.27%
08.05.2024 3.41% 0.60 CHF 0.63 CHF 89'039 20'000 89'567 20'000 54'099 CHF 12'499 CHF 85.56% 85.56%
07.05.2024 3.44% 0.61 CHF 0.63 CHF 88'771 20'000 87'797 20'000 53'783 CHF 12'686 CHF 87.32% 87.32%
06.05.2024 3.39% 0.61 CHF 0.63 CHF 90'000 20'000 89'796 20'000 54'360 CHF 12'525 CHF 80.96% 80.96%
03.05.2024 3.47% 0.59 CHF 0.61 CHF 90'000 20'000 91'749 20'000 52'006 CHF 11'754 CHF 61.29% 61.29%
02.05.2024 4.34% 0.46 CHF 0.48 CHF 109'661 20'000 111'051 20'000 50'047 CHF 9'414 CHF 71.75% 71.75%

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