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
07.05.2024 1.14% 0.77 CHF 0.78 CHF 30'000 10'000 18'214 6'069 15'791 CHF 5'322 CHF 99.99% 99.99%
06.05.2024 0.82% 1.12 CHF 1.13 CHF 50'000 10'000 22'598 6'085 26'648 CHF 7'335 CHF 99.99% 99.99%
03.05.2024 0.59% 1.61 CHF 1.62 CHF 40'000 10'000 31'412 6'106 53'154 CHF 10'220 CHF 97.29% 97.29%
02.05.2024 0.47% 2.16 CHF 2.17 CHF 30'000 10'000 29'939 6'085 63'752 CHF 13'158 CHF 99.38% 99.38%
30.04.2024 0.63% 1.84 CHF 1.85 CHF 30'000 10'000 19'846 6'054 31'605 CHF 9'693 CHF 99.16% 99.16%
29.04.2024 0.65% 1.52 CHF 1.53 CHF 40'000 10'000 40'000 6'102 61'208 CHF 9'367 CHF 99.94% 99.94%
26.04.2024 0.57% 1.67 CHF 1.68 CHF 30'000 10'000 31'438 6'146 54'418 CHF 10'652 CHF 95.21% 95.21%
25.04.2024 0.44% 2.52 CHF 2.53 CHF 20'000 10'000 28'078 6'059 63'110 CHF 14'070 CHF 95.91% 95.91%
24.04.2024 0.54% 2.00 CHF 2.01 CHF 30'000 10'000 30'000 6'130 55'042 CHF 11'337 CHF 97.69% 97.69%
23.04.2024 0.44% 1.95 CHF 1.96 CHF 30'000 10'000 30'000 5'940 68'398 CHF 13'382 CHF 95.94% 95.94%

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