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
15.05.2024 1.71% 1.97 CHF 2.00 CHF 40'000 40'000 39'926 39'926 69'800 CHF 71'000 CHF 99.33% 99.33%
14.05.2024 1.94% 1.53 CHF 1.56 CHF 40'000 40'000 39'279 39'279 62'484 CHF 63'684 CHF 93.78% 93.78%
13.05.2024 1.95% 1.62 CHF 1.65 CHF 40'000 40'000 38'844 38'844 62'620 CHF 63'820 CHF 93.05% 93.05%
10.05.2024 1.77% 1.77 CHF 1.80 CHF 40'000 40'000 39'786 39'786 67'604 CHF 68'804 CHF 97.70% 97.70%
08.05.2024 1.86% 1.59 CHF 1.62 CHF 40'000 40'000 39'918 39'918 64'101 CHF 65'301 CHF 98.04% 98.04%
07.05.2024 1.94% 1.54 CHF 1.57 CHF 40'000 40'000 39'940 39'940 61'320 CHF 62'520 CHF 99.37% 99.37%
06.05.2024 2.01% 1.49 CHF 1.52 CHF 40'000 40'000 39'975 39'975 59'164 CHF 60'364 CHF 99.75% 99.75%
03.05.2024 2.15% 1.49 CHF 1.52 CHF 40'000 40'000 40'000 40'000 55'265 CHF 56'465 CHF 99.93% 99.93%
02.05.2024 2.12% 1.25 CHF 1.28 CHF 40'000 40'000 40'000 40'000 56'148 CHF 57'348 CHF 98.18% 98.18%
30.04.2024 1.77% 1.69 CHF 1.72 CHF 40'000 40'000 39'909 39'909 67'250 CHF 68'450 CHF 99.43% 99.43%

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