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
15.05.2024 1.10% 2.70 CHF 2.72 CHF 37'800 37'800 16'953 16'953 50'294 CHF 50'776 CHF 99.36% 99.36%
14.05.2024 0.88% 3.22 CHF 3.24 CHF 35'800 35'800 16'380 16'380 59'676 CHF 60'139 CHF 99.59% 99.59%
13.05.2024 1.06% 3.34 CHF 3.36 CHF 37'200 37'200 16'731 16'731 53'659 CHF 54'128 CHF 98.43% 98.43%
10.05.2024 0.85% 3.26 CHF 3.27 CHF 46'000 46'000 20'064 20'064 57'636 CHF 57'998 CHF 99.98% 99.98%
08.05.2024 0.83% 2.81 CHF 2.82 CHF 48'500 48'500 21'476 21'476 61'072 CHF 61'465 CHF 98.69% 98.69%
07.05.2024 1.04% 2.45 CHF 2.46 CHF 60'400 60'400 26'424 26'424 61'345 CHF 61'819 CHF 99.61% 99.61%
06.05.2024 1.10% 2.18 CHF 2.19 CHF 53'400 53'400 23'834 23'834 49'988 CHF 50'421 CHF 99.28% 99.28%
03.05.2024 1.28% 2.54 CHF 2.55 CHF 62'600 62'600 20'652 20'652 48'890 CHF 49'282 CHF 98.64% 98.64%
02.05.2024 - 2.66 CHF - CHF 37'000 0 0 0 0 CHF 0 CHF 0.00% 99.97%
30.04.2024 - 3.53 CHF - CHF 44'300 0 0 0 0 CHF 0 CHF 0.00% 98.22%

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