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 0.18% 5.65 CHF 5.66 CHF 20'000 25'000 20'000 25'000 112'747 CHF 141'184 CHF 99.25% 99.25%
15.05.2024 0.18% 5.43 CHF 5.44 CHF 20'000 25'000 20'000 25'000 109'101 CHF 136'626 CHF 97.58% 97.58%
14.05.2024 0.19% 5.44 CHF 5.45 CHF 20'000 25'000 20'000 25'000 107'828 CHF 135'035 CHF 99.16% 99.16%
13.05.2024 0.18% 5.47 CHF 5.48 CHF 20'000 25'000 20'000 25'000 110'313 CHF 138'141 CHF 99.38% 99.38%
10.05.2024 0.18% 5.62 CHF 5.63 CHF 20'000 25'000 20'000 25'000 111'589 CHF 139'736 CHF 96.00% 96.00%
08.05.2024 0.20% 5.08 CHF 5.09 CHF 20'000 25'000 20'000 25'000 100'391 CHF 125'739 CHF 99.39% 99.39%
07.05.2024 0.21% 4.74 CHF 4.75 CHF 20'000 25'000 20'000 25'000 93'407 CHF 117'009 CHF 99.24% 99.24%
06.05.2024 0.22% 4.62 CHF 4.63 CHF 20'000 25'000 20'000 25'000 90'545 CHF 113'431 CHF 99.22% 99.22%
03.05.2024 0.22% 4.35 CHF 4.36 CHF 20'000 25'000 20'000 25'000 89'035 CHF 111'544 CHF 99.26% 99.26%
02.05.2024 0.22% 4.55 CHF 4.56 CHF 20'000 25'000 20'000 25'000 92'193 CHF 115'492 CHF 99.39% 99.39%

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