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% 2.73 CHF 2.74 CHF 30'000 30'000 22'230 18'345 59'828 CHF 49'675 CHF 99.02% 99.02%
15.05.2024 0.78% 2.54 CHF 2.55 CHF 30'000 30'000 29'286 17'936 69'137 CHF 42'966 CHF 95.73% 95.73%
14.05.2024 0.81% 2.25 CHF 2.26 CHF 30'000 30'000 30'000 18'376 65'683 CHF 40'594 CHF 97.83% 97.83%
13.05.2024 0.81% 2.20 CHF 2.21 CHF 30'000 30'000 30'000 18'319 65'654 CHF 40'371 CHF 99.82% 99.82%
10.05.2024 0.82% 2.11 CHF 2.12 CHF 30'000 30'000 30'000 18'190 65'027 CHF 39'689 CHF 98.64% 98.64%
08.05.2024 0.85% 2.10 CHF 2.11 CHF 30'000 30'000 30'000 18'308 62'489 CHF 38'444 CHF 99.93% 99.93%
07.05.2024 0.84% 2.18 CHF 2.19 CHF 30'000 30'000 30'000 18'320 63'403 CHF 39'118 CHF 99.76% 99.76%
06.05.2024 0.90% 2.01 CHF 2.02 CHF 30'000 30'000 30'000 18'313 59'203 CHF 36'569 CHF 99.99% 99.99%
03.05.2024 1.37% 1.81 CHF 1.84 CHF 6'000 6'000 22'080 11'751 37'665 CHF 20'435 CHF 95.29% 95.29%
02.05.2024 1.15% 1.52 CHF 1.53 CHF 40'000 30'000 40'000 18'324 61'040 CHF 28'081 CHF 98.66% 98.66%

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