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
29.05.2024 13.95% 0.68 CHF 0.73 CHF 80'000 20'000 88'963 7'472 53'082 CHF 5'153 CHF 99.57% 99.57%
28.05.2024 13.61% 0.63 CHF 0.68 CHF 80'000 20'000 87'297 7'379 53'648 CHF 5'224 CHF 98.84% 98.84%
27.05.2024 14.18% 0.60 CHF 0.70 CHF 90'000 4'000 81'789 4'000 53'588 CHF 3'025 CHF 99.68% 99.68%
24.05.2024 11.87% 0.72 CHF 0.77 CHF 70'000 20'000 78'403 7'653 54'977 CHF 5'956 CHF 92.63% 92.63%
23.05.2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
22.05.2024 15.92% 0.59 CHF 0.64 CHF 90'000 30'000 99'691 11'096 51'893 CHF 6'881 CHF 97.49% 97.49%
21.05.2024 17.25% 0.48 CHF 0.53 CHF 110'000 30'000 110'701 11'155 52'278 CHF 6'144 CHF 99.24% 99.24%
17.05.2024 14.72% 0.53 CHF 0.58 CHF 100'000 30'000 93'737 11'208 51'903 CHF 6'807 CHF 99.57% 99.57%
16.05.2024 13.49% 0.61 CHF 0.66 CHF 90'000 20'000 87'740 7'473 54'090 CHF 5'228 CHF 99.57% 99.57%
15.05.2024 12.18% 0.62 CHF 0.67 CHF 90'000 20'000 77'593 7'488 53'529 CHF 5'868 CHF 99.10% 99.10%

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