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
25.04.2024 2.74% 0.73 CHF 0.74 CHF 100'000 100'000 85'932 85'932 62'450 CHF 63'519 CHF 95.68% 95.68%
24.04.2024 1.61% 0.76 CHF 0.77 CHF 100'000 100'000 96'911 96'911 73'472 CHF 74'488 CHF 97.60% 97.60%
23.04.2024 1.92% 0.75 CHF 0.76 CHF 100'000 100'000 93'690 93'690 72'375 CHF 73'406 CHF 95.45% 95.45%
22.04.2024 1.28% 0.80 CHF 0.81 CHF 100'000 100'000 99'710 99'710 79'285 CHF 80'286 CHF 99.99% 99.99%
19.04.2024 1.27% 0.78 CHF 0.79 CHF 100'000 100'000 100'000 100'000 78'335 CHF 79'335 CHF 99.83% 99.83%
18.04.2024 1.28% 0.79 CHF 0.80 CHF 100'000 100'000 100'000 100'000 77'389 CHF 78'389 CHF 99.37% 99.37%
17.04.2024 1.24% 0.80 CHF 0.81 CHF 100'000 100'000 100'000 100'000 80'358 CHF 81'358 CHF 99.73% 99.73%
16.04.2024 1.24% 0.81 CHF 0.82 CHF 100'000 100'000 99'820 99'820 81'367 CHF 82'368 CHF 92.23% 92.23%
15.04.2024 1.38% 0.81 CHF 0.82 CHF 100'000 100'000 98'600 98'600 78'501 CHF 79'508 CHF 99.30% 99.30%
12.04.2024 1.25% 0.81 CHF 0.82 CHF 100'000 100'000 99'990 99'990 79'380 CHF 80'380 CHF 99.37% 99.37%

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