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 2.07% 4.78 CHF 4.88 CHF 20'000 10'000 20'000 10'000 95'683 CHF 48'842 CHF 99.51% 99.51%
15.05.2024 2.36% 4.40 CHF 4.50 CHF 20'000 20'000 20'000 20'000 83'822 CHF 85'822 CHF 99.42% 99.42%
14.05.2024 2.34% 4.14 CHF 4.24 CHF 20'000 10'000 20'000 10'000 84'568 CHF 43'284 CHF 99.38% 99.38%
13.05.2024 2.22% 4.46 CHF 4.56 CHF 20'000 10'000 20'000 10'000 89'152 CHF 45'576 CHF 99.49% 99.49%
10.05.2024 2.20% 4.38 CHF 4.48 CHF 20'000 10'000 20'000 10'000 89'856 CHF 45'928 CHF 98.15% 98.15%
08.05.2024 2.24% 4.43 CHF 4.53 CHF 20'000 20'000 20'000 20'000 88'478 CHF 90'478 CHF 99.53% 99.53%
07.05.2024 2.61% 4.10 CHF 4.20 CHF 20'000 20'000 20'000 20'000 75'866 CHF 77'866 CHF 99.54% 99.54%
06.05.2024 2.84% 3.59 CHF 3.69 CHF 20'000 20'000 20'000 20'000 69'507 CHF 71'507 CHF 99.49% 99.49%
03.05.2024 2.92% 3.43 CHF 3.53 CHF 20'000 20'000 20'000 20'000 67'604 CHF 69'604 CHF 99.20% 99.20%
02.05.2024 3.04% 3.24 CHF 3.34 CHF 20'000 20'000 20'000 20'000 64'900 CHF 66'900 CHF 99.42% 99.42%

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