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
23.05.2024 1.07% 1.58 CHF 1.59 CHF 40'000 30'000 31'074 13'714 52'774 CHF 23'433 CHF 91.74% 91.74%
22.05.2024 1.12% 1.63 CHF 1.64 CHF 40'000 30'000 36'738 13'336 60'822 CHF 22'221 CHF 98.55% 98.55%
21.05.2024 1.13% 1.70 CHF 1.71 CHF 30'000 30'000 38'793 14'312 63'150 CHF 23'622 CHF 79.79% 79.79%
17.05.2024 1.10% 1.68 CHF 1.69 CHF 30'000 30'000 31'176 13'638 52'702 CHF 23'278 CHF 91.41% 91.41%
16.05.2024 1.04% 1.80 CHF 1.81 CHF 30'000 30'000 30'000 13'383 53'947 CHF 24'367 CHF 96.72% 96.72%
15.05.2024 1.44% 1.60 CHF 1.61 CHF 40'000 30'000 40'001 13'250 52'843 CHF 18'368 CHF 99.40% 99.40%
14.05.2024 1.72% 1.20 CHF 1.21 CHF 50'000 30'000 49'814 13'297 54'497 CHF 15'138 CHF 98.65% 98.65%
13.05.2024 1.57% 1.14 CHF 1.15 CHF 50'000 30'000 50'000 13'528 58'829 CHF 15'812 CHF 93.62% 93.62%
10.05.2024 1.54% 1.21 CHF 1.22 CHF 50'000 30'000 49'184 13'155 60'067 CHF 16'346 CHF 97.28% 98.32%
08.05.2024 1.50% 1.35 CHF 1.36 CHF 40'000 30'000 44'860 13'255 55'961 CHF 17'021 CHF 99.62% 99.62%

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