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 1.52% 1.36 CHF 1.38 CHF 20'000 20'000 18'688 18'688 26'274 CHF 26'651 CHF 96.17% 96.17%
15.05.2024 1.62% 1.36 CHF 1.38 CHF 20'000 20'000 18'714 18'714 24'631 CHF 25'009 CHF 95.49% 95.49%
14.05.2024 1.76% 1.24 CHF 1.26 CHF 20'000 20'000 18'952 18'952 22'560 CHF 22'942 CHF 97.39% 97.39%
13.05.2024 1.74% 1.19 CHF 1.21 CHF 20'000 20'000 18'973 18'973 22'795 CHF 23'177 CHF 96.76% 96.76%
10.05.2024 1.58% 1.25 CHF 1.27 CHF 20'000 20'000 20'000 20'000 25'120 CHF 25'520 CHF 97.31% 97.31%
08.05.2024 1.71% 1.17 CHF 1.19 CHF 20'000 20'000 19'512 19'512 23'224 CHF 23'615 CHF 95.77% 95.77%
07.05.2024 1.81% 1.19 CHF 1.21 CHF 20'000 20'000 19'068 19'068 22'038 CHF 22'422 CHF 99.09% 99.09%
06.05.2024 1.95% 1.08 CHF 1.10 CHF 20'000 20'000 19'333 19'333 20'362 CHF 20'750 CHF 92.84% 92.84%
03.05.2024 2.08% 1.01 CHF 1.03 CHF 20'000 20'000 19'197 19'197 19'075 CHF 19'460 CHF 84.91% 84.91%
02.05.2024 2.14% 0.91 CHF 0.93 CHF 20'000 20'000 20'000 20'000 18'497 CHF 18'897 CHF 99.21% 99.21%

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