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 1.78% 0.58 CHF 0.59 CHF 100'000 100'000 100'000 100'000 55'815 CHF 56'815 CHF 79.21% 79.21%
15.05.2024 1.81% 0.55 CHF 0.56 CHF 100'000 100'000 100'000 100'000 54'875 CHF 55'875 CHF 76.98% 76.98%
14.05.2024 2.05% 0.55 CHF 0.56 CHF 100'000 100'000 113'803 113'804 54'898 CHF 56'037 CHF 83.92% 83.92%
13.05.2024 2.65% 0.42 CHF 0.43 CHF 125'000 125'000 147'332 147'332 54'849 CHF 56'322 CHF 99.26% 99.26%
10.05.2024 2.57% 0.38 CHF 0.39 CHF 150'000 150'000 144'543 144'542 55'420 CHF 56'865 CHF 99.92% 99.92%
08.05.2024 2.58% 0.37 CHF 0.38 CHF 150'000 150'000 145'875 145'876 55'794 CHF 57'253 CHF 99.95% 99.95%
07.05.2024 2.92% 0.37 CHF 0.38 CHF 150'000 150'000 161'479 161'480 54'480 CHF 56'096 CHF 99.77% 99.77%
06.05.2024 3.08% 0.34 CHF 0.35 CHF 175'000 175'000 174'239 174'240 55'764 CHF 57'507 CHF 99.76% 99.76%
03.05.2024 3.71% 0.26 CHF 0.27 CHF 200'000 200'000 199'330 199'331 52'798 CHF 54'792 CHF 100.00% 100.00%
02.05.2024 3.76% 0.29 CHF 0.30 CHF 200'000 200'000 202'828 202'839 53'019 CHF 55'051 CHF 99.97% 99.97%

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