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
26.04.2024 3.49% 0.30 CHF 0.31 CHF 100'000 100'000 99'670 99'670 28'213 CHF 29'210 CHF 99.17% 99.17%
25.04.2024 3.44% 0.26 CHF 0.27 CHF 100'000 100'000 98'929 98'919 28'693 CHF 29'681 CHF 98.72% 98.72%
24.04.2024 2.95% 0.33 CHF 0.34 CHF 100'000 100'000 98'823 98'823 33'571 CHF 34'560 CHF 99.61% 99.61%
23.04.2024 2.10% 0.48 CHF 0.49 CHF 100'000 100'000 98'979 98'979 47'084 CHF 48'075 CHF 98.97% 98.97%
22.04.2024 2.57% 0.40 CHF 0.41 CHF 100'000 100'000 99'299 99'299 38'418 CHF 39'411 CHF 98.56% 98.56%
19.04.2024 3.51% 0.31 CHF 0.32 CHF 100'000 100'000 98'952 98'942 28'054 CHF 29'042 CHF 97.89% 97.89%
18.04.2024 3.31% 0.28 CHF 0.29 CHF 100'000 100'000 98'886 98'886 29'820 CHF 30'810 CHF 99.57% 99.57%
17.04.2024 3.36% 0.30 CHF 0.31 CHF 100'000 100'000 97'893 97'722 29'352 CHF 30'277 CHF 98.71% 98.71%
16.04.2024 2.99% 0.32 CHF 0.33 CHF 100'000 100'000 97'783 97'783 33'089 CHF 34'070 CHF 95.73% 95.73%
15.04.2024 2.56% 0.39 CHF 0.40 CHF 100'000 100'000 99'032 99'032 38'679 CHF 39'671 CHF 99.37% 99.37%

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