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 0.66% 1.53 CHF 1.54 CHF 50'000 50'000 41'277 28'192 62'307 CHF 42'851 CHF 89.21% 89.21%
15.05.2024 1.10% 1.45 CHF 1.48 CHF 5'000 5'000 39'282 20'974 48'403 CHF 26'208 CHF 99.08% 99.08%
14.05.2024 0.86% 1.19 CHF 1.20 CHF 50'000 50'000 50'000 29'761 57'649 CHF 34'634 CHF 88.96% 88.96%
13.05.2024 0.85% 1.17 CHF 1.18 CHF 50'000 50'000 50'000 30'446 58'895 CHF 35'920 CHF 98.94% 98.94%
10.05.2024 0.85% 1.17 CHF 1.18 CHF 50'000 50'000 50'000 30'379 58'735 CHF 36'069 CHF 97.64% 97.64%
08.05.2024 0.82% 1.21 CHF 1.22 CHF 50'000 50'000 50'000 30'420 60'902 CHF 37'476 CHF 99.40% 99.40%
07.05.2024 0.78% 1.24 CHF 1.25 CHF 50'000 50'000 42'432 30'517 53'891 CHF 38'860 CHF 98.16% 98.16%
06.05.2024 0.84% 1.31 CHF 1.32 CHF 50'000 50'000 50'000 30'489 59'685 CHF 37'223 CHF 98.15% 98.15%
03.05.2024 0.98% 1.07 CHF 1.08 CHF 50'000 50'000 55'653 30'408 56'571 CHF 31'708 CHF 99.32% 99.32%
02.05.2024 1.12% 0.93 CHF 0.94 CHF 60'000 50'000 60'034 30'500 53'480 CHF 27'479 CHF 98.01% 98.01%

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