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 2.31% 0.75 CHF 0.76 CHF 70'000 30'000 70'000 18'317 53'228 CHF 14'227 CHF 98.79% 98.79%
15.05.2024 1.92% 0.83 CHF 0.84 CHF 70'000 30'000 58'570 17'946 55'046 CHF 16'935 CHF 95.92% 95.92%
14.05.2024 1.68% 1.01 CHF 1.02 CHF 50'000 30'000 50'000 18'384 52'371 CHF 19'513 CHF 97.90% 97.90%
13.05.2024 1.68% 1.05 CHF 1.06 CHF 50'000 30'000 50'000 18'318 52'436 CHF 19'532 CHF 99.82% 99.82%
10.05.2024 1.65% 1.11 CHF 1.12 CHF 50'000 30'000 50'000 18'194 53'611 CHF 19'828 CHF 98.68% 98.68%
08.05.2024 1.49% 1.16 CHF 1.17 CHF 50'000 30'000 48'745 18'307 57'838 CHF 22'019 CHF 99.90% 99.90%
07.05.2024 1.47% 1.14 CHF 1.15 CHF 50'000 30'000 50'000 18'320 59'882 CHF 22'147 CHF 99.76% 99.76%
06.05.2024 1.34% 1.27 CHF 1.28 CHF 40'000 30'000 40'000 18'303 52'592 CHF 24'233 CHF 99.92% 99.92%
03.05.2024 1.60% 1.43 CHF 1.46 CHF 6'000 6'000 28'495 11'734 45'224 CHF 18'686 CHF 95.59% 95.59%
02.05.2024 0.98% 1.82 CHF 1.83 CHF 30'000 30'000 30'000 18'341 54'184 CHF 33'649 CHF 98.80% 98.80%

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