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 1.77% 1.17 CHF 1.19 CHF 30'000 3'000 29'301 11'112 33'715 CHF 13'112 CHF 94.52% 94.52%
15.05.2024 1.81% 1.08 CHF 1.10 CHF 30'000 30'000 29'936 29'936 32'997 CHF 33'597 CHF 93.25% 93.25%
14.05.2024 2.21% 1.03 CHF 1.05 CHF 30'000 30'000 29'964 29'964 27'017 CHF 27'616 CHF 94.51% 94.51%
13.05.2024 2.06% 0.96 CHF 0.98 CHF 30'000 30'000 29'993 29'993 28'858 CHF 29'458 CHF 92.90% 92.90%
10.05.2024 2.05% 0.96 CHF 0.98 CHF 30'000 30'000 30'000 30'000 28'969 CHF 29'569 CHF 98.46% 98.46%
08.05.2024 2.46% 0.78 CHF 0.80 CHF 30'000 30'000 29'845 29'845 24'080 CHF 24'677 CHF 95.60% 95.60%
07.05.2024 2.51% 0.80 CHF 0.82 CHF 30'000 30'000 29'941 29'941 23'646 CHF 24'246 CHF 97.80% 97.80%
06.05.2024 3.06% 0.64 CHF 0.66 CHF 30'000 30'000 29'992 29'992 19'346 CHF 19'945 CHF 99.08% 99.08%
03.05.2024 3.57% 0.49 CHF 0.51 CHF 40'000 40'000 40'000 40'000 19'680 CHF 20'398 CHF 99.61% 99.61%
02.05.2024 3.42% 0.39 CHF 0.40 CHF 30'000 30'000 30'000 30'000 13'096 CHF 13'551 CHF 99.99% 99.99%

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