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
29.05.2024 4.91% 0.56 CHF 0.59 CHF 25'000 25'000 25'000 25'000 15'935 CHF 16'733 CHF 98.10% 98.10%
28.05.2024 4.40% 0.85 CHF 0.90 CHF 10'000 10'000 10'000 10'000 12'205 CHF 12'744 CHF 91.16% 91.16%
27.05.2024 3.84% 1.49 CHF 1.54 CHF 10'000 10'000 10'000 10'000 14'612 CHF 15'184 CHF 95.26% 95.26%
24.05.2024 4.64% 1.61 CHF 1.69 CHF 5'000 5'000 5'000 5'000 7'787 CHF 8'156 CHF 95.21% 95.21%
23.05.2024 3.45% 1.45 CHF 1.50 CHF 10'000 10'000 10'000 10'000 14'856 CHF 15'376 CHF 99.49% 99.49%
22.05.2024 3.48% 1.43 CHF 1.48 CHF 20'000 20'000 20'000 20'000 27'887 CHF 28'872 CHF 94.07% 94.07%
21.05.2024 4.42% 1.38 CHF 1.48 CHF 40'000 7'500 28'585 7'500 59'283 CHF 16'660 CHF 94.00% 94.00%
17.05.2024 3.64% 2.56 CHF 2.65 CHF 20'000 7'500 22'062 7'500 55'521 CHF 19'595 CHF 6.24% 6.24%
16.05.2024 3.86% 2.46 CHF 2.56 CHF 30'000 7'500 21'201 7'500 55'387 CHF 20'431 CHF 99.07% 99.07%
15.05.2024 2.59% 2.85 CHF 2.91 CHF 20'000 10'000 24'308 9'921 60'869 CHF 25'869 CHF 95.62% 95.62%

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