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 3.45% 0.50 CHF 0.51 CHF 100'000 20'000 100'232 8'357 53'389 CHF 4'507 CHF 99.64% 99.64%
28.05.2024 3.11% 0.55 CHF 0.56 CHF 100'000 20'000 91'056 8'356 53'854 CHF 4'960 CHF 99.64% 99.64%
27.05.2024 4.88% 0.60 CHF 0.63 CHF 90'000 6'000 90'000 6'000 54'021 CHF 3'781 CHF 99.68% 99.68%
24.05.2024 3.15% 0.60 CHF 0.61 CHF 90'000 20'000 90'000 8'357 53'225 CHF 5'109 CHF 99.58% 99.58%
23.05.2024 2.79% 0.61 CHF 0.62 CHF 90'000 20'000 81'787 8'363 54'005 CHF 5'514 CHF 99.63% 99.63%
22.05.2024 3.21% 0.66 CHF 0.67 CHF 80'000 20'000 89'289 8'391 51'788 CHF 5'110 CHF 98.48% 98.48%
21.05.2024 3.27% 0.56 CHF 0.57 CHF 90'000 20'000 90'000 8'367 51'194 CHF 4'897 CHF 99.65% 99.65%
17.05.2024 3.05% 0.57 CHF 0.59 CHF 90'000 20'000 90'000 8'365 54'644 CHF 5'145 CHF 99.64% 99.64%
16.05.2024 3.10% 0.60 CHF 0.61 CHF 90'000 20'000 90'000 8'365 53'935 CHF 5'152 CHF 99.64% 99.64%
15.05.2024 3.30% 0.59 CHF 0.60 CHF 90'000 20'000 90'704 8'368 51'281 CHF 4'927 CHF 99.64% 99.64%

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