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
02.05.2024 0.53% 1.82 CHF 1.83 CHF 30'000 30'000 30'000 18'300 56'226 CHF 34'580 CHF 99.05% 99.05%
30.04.2024 0.61% 1.86 CHF 1.87 CHF 30'000 30'000 36'621 18'218 59'930 CHF 30'459 CHF 99.19% 99.19%
29.04.2024 0.61% 1.63 CHF 1.64 CHF 40'000 30'000 39'911 18'312 65'155 CHF 30'021 CHF 99.99% 99.99%
26.04.2024 0.56% 1.77 CHF 1.78 CHF 30'000 30'000 30'173 18'450 53'459 CHF 32'711 CHF 95.31% 95.31%
25.04.2024 0.57% 2.08 CHF 2.09 CHF 30'000 30'000 34'398 18'231 59'643 CHF 33'224 CHF 96.26% 96.26%
24.04.2024 0.68% 1.59 CHF 1.60 CHF 40'000 30'000 40'000 18'390 58'754 CHF 27'301 CHF 97.70% 97.70%
23.04.2024 0.62% 1.46 CHF 1.47 CHF 40'000 30'000 39'178 17'821 63'094 CHF 28'671 CHF 95.96% 95.96%
22.04.2024 0.56% 1.90 CHF 1.91 CHF 30'000 30'000 30'000 18'323 53'336 CHF 32'962 CHF 99.39% 99.39%
19.04.2024 0.47% 1.94 CHF 1.95 CHF 30'000 30'000 30'000 18'273 64'173 CHF 38'687 CHF 99.66% 99.66%
18.04.2024 0.49% 1.85 CHF 1.86 CHF 30'000 30'000 30'000 18'294 61'034 CHF 37'093 CHF 99.38% 99.38%

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