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
07.05.2024 0.76% 1.19 CHF 1.20 CHF 50'000 30'000 40'716 18'320 53'334 CHF 24'026 CHF 99.76% 99.76%
06.05.2024 0.65% 1.47 CHF 1.48 CHF 40'000 30'000 40'000 18'313 61'605 CHF 28'140 CHF 99.99% 99.99%
03.05.2024 0.51% 1.81 CHF 1.82 CHF 30'000 30'000 30'332 18'423 59'544 CHF 35'604 CHF 95.39% 95.39%
02.05.2024 0.41% 2.48 CHF 2.49 CHF 30'000 30'000 29'838 18'344 73'327 CHF 45'650 CHF 98.84% 98.84%
30.04.2024 0.52% 2.12 CHF 2.13 CHF 30'000 30'000 30'000 18'218 57'453 CHF 35'208 CHF 99.09% 99.09%
29.04.2024 0.54% 1.88 CHF 1.89 CHF 30'000 30'000 30'000 18'311 55'745 CHF 34'280 CHF 99.99% 99.99%
26.04.2024 0.47% 1.99 CHF 2.00 CHF 30'000 30'000 30'000 18'468 63'902 CHF 39'215 CHF 95.45% 95.45%
25.04.2024 0.37% 2.86 CHF 2.87 CHF 30'000 30'000 21'839 17'758 58'996 CHF 48'327 CHF 92.54% 92.54%
24.04.2024 0.45% 2.33 CHF 2.34 CHF 30'000 30'000 30'000 18'387 66'860 CHF 41'076 CHF 97.68% 97.68%
23.04.2024 0.36% 2.46 CHF 2.47 CHF 30'000 30'000 21'887 17'830 60'039 CHF 48'817 CHF 95.95% 95.95%

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