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 0.26% 3.86 CHF 3.87 CHF 30'000 30'000 22'230 18'345 84'781 CHF 70'157 CHF 99.02% 99.02%
15.05.2024 0.34% 3.60 CHF 3.61 CHF 30'000 30'000 21'810 18'063 73'184 CHF 61'033 CHF 98.04% 98.04%
14.05.2024 0.32% 3.17 CHF 3.18 CHF 30'000 30'000 22'249 18'373 68'646 CHF 56'913 CHF 97.80% 97.80%
13.05.2024 0.32% 3.11 CHF 3.12 CHF 30'000 30'000 22'212 18'319 68'713 CHF 56'833 CHF 99.82% 99.82%
10.05.2024 0.33% 2.98 CHF 2.99 CHF 30'000 30'000 22'129 18'194 67'787 CHF 55'890 CHF 98.68% 98.68%
08.05.2024 0.35% 2.91 CHF 2.92 CHF 30'000 30'000 22'205 18'308 63'892 CHF 52'878 CHF 99.93% 99.93%
07.05.2024 0.34% 3.01 CHF 3.02 CHF 30'000 30'000 22'214 18'320 64'459 CHF 53'425 CHF 99.76% 99.76%
06.05.2024 0.37% 2.73 CHF 2.74 CHF 30'000 30'000 22'208 18'313 59'344 CHF 49'228 CHF 99.99% 99.99%
03.05.2024 0.44% 2.41 CHF 2.42 CHF 30'000 30'000 30'000 18'418 67'858 CHF 42'630 CHF 95.42% 95.42%
02.05.2024 0.55% 1.79 CHF 1.80 CHF 30'000 30'000 30'629 18'330 55'139 CHF 32'888 CHF 98.72% 98.72%

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