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 0.35% 2.91 CHF 2.92 CHF 30'000 30'000 22'226 18'339 63'641 CHF 52'700 CHF 98.97% 98.97%
15.05.2024 0.48% 2.65 CHF 2.66 CHF 30'000 30'000 28'906 18'045 69'078 CHF 43'845 CHF 97.89% 97.89%
14.05.2024 0.47% 2.23 CHF 2.24 CHF 30'000 30'000 30'000 18'384 64'000 CHF 39'497 CHF 97.90% 97.90%
13.05.2024 0.46% 2.16 CHF 2.17 CHF 30'000 30'000 30'000 18'319 64'402 CHF 39'470 CHF 99.82% 99.82%
10.05.2024 0.47% 2.03 CHF 2.04 CHF 30'000 30'000 30'000 18'193 63'504 CHF 38'639 CHF 98.66% 98.66%
08.05.2024 0.52% 1.97 CHF 1.98 CHF 30'000 30'000 30'000 18'308 57'838 CHF 35'519 CHF 99.93% 99.93%
07.05.2024 0.51% 2.07 CHF 2.08 CHF 30'000 30'000 30'000 18'320 58'474 CHF 36'072 CHF 99.76% 99.76%
06.05.2024 0.58% 1.79 CHF 1.80 CHF 30'000 30'000 31'013 18'313 53'418 CHF 32'015 CHF 100.00% 100.00%
03.05.2024 0.76% 1.47 CHF 1.48 CHF 40'000 30'000 45'825 18'430 60'208 CHF 25'433 CHF 95.49% 95.49%
02.05.2024 1.15% 0.86 CHF 0.87 CHF 60'000 30'000 62'722 18'347 54'327 CHF 15'816 CHF 98.85% 98.85%

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