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 0.58% 1.67 CHF 1.68 CHF 30'000 30'000 30'311 18'345 51'899 CHF 31'625 CHF 99.02% 99.02%
15.05.2024 0.53% 1.93 CHF 1.94 CHF 30'000 30'000 29'303 18'068 64'620 CHF 39'501 CHF 98.08% 98.08%
14.05.2024 0.40% 2.39 CHF 2.40 CHF 30'000 30'000 27'508 18'384 68'256 CHF 45'740 CHF 97.90% 97.90%
13.05.2024 0.40% 2.46 CHF 2.47 CHF 30'000 30'000 28'499 18'319 70'412 CHF 45'507 CHF 99.82% 99.82%
10.05.2024 0.40% 2.61 CHF 2.62 CHF 30'000 30'000 24'651 18'191 62'096 CHF 46'106 CHF 98.64% 98.64%
08.05.2024 0.37% 2.70 CHF 2.71 CHF 30'000 30'000 22'205 18'308 60'695 CHF 50'205 CHF 99.93% 99.93%
07.05.2024 0.37% 2.59 CHF 2.60 CHF 30'000 30'000 22'214 18'320 60'095 CHF 49'661 CHF 99.76% 99.76%
06.05.2024 0.34% 2.87 CHF 2.88 CHF 30'000 30'000 22'208 18'313 65'045 CHF 53'706 CHF 100.00% 100.00%
03.05.2024 0.30% 3.20 CHF 3.21 CHF 30'000 30'000 22'296 18'444 74'461 CHF 61'412 CHF 95.63% 95.63%
02.05.2024 0.26% 3.88 CHF 3.89 CHF 30'000 30'000 22'229 18'344 86'165 CHF 71'462 CHF 98.83% 98.83%

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