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 2.72% 1.76 CHF 1.78 CHF 17'500 17'500 11'678 11'678 19'651 CHF 20'146 CHF 99.88% 99.88%
15.05.2024 2.82% 1.91 CHF 1.93 CHF 17'600 17'600 11'677 11'677 20'403 CHF 20'893 CHF 99.19% 99.19%
14.05.2024 2.59% 1.88 CHF 1.90 CHF 17'500 17'500 11'694 11'694 21'407 CHF 21'901 CHF 99.42% 99.42%
13.05.2024 3.17% 1.71 CHF 1.73 CHF 17'300 17'300 11'528 11'528 17'177 CHF 17'664 CHF 100.00% 100.00%
10.05.2024 4.18% 1.50 CHF 1.52 CHF 17'200 17'200 11'395 11'395 13'111 CHF 13'593 CHF 99.95% 99.95%
08.05.2024 3.33% 1.43 CHF 1.45 CHF 17'100 17'100 11'444 11'444 16'190 CHF 16'674 CHF 100.00% 100.00%
07.05.2024 3.36% 1.18 CHF 1.20 CHF 17'000 17'000 11'452 11'452 15'241 CHF 15'726 CHF 100.00% 100.00%
06.05.2024 2.66% 1.60 CHF 1.62 CHF 17'300 17'300 11'595 11'595 19'977 CHF 20'465 CHF 98.30% 98.30%
03.05.2024 2.41% 1.73 CHF 1.75 CHF 17'300 17'300 11'544 11'544 21'422 CHF 21'920 CHF 95.42% 95.42%
02.05.2024 1.80% 2.40 CHF 2.42 CHF 17'600 17'600 11'703 11'703 29'902 CHF 30'402 CHF 98.33% 98.33%

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