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 0.27% 3.65 CHF 3.66 CHF 20'000 20'000 20'000 8'935 72'913 CHF 32'706 CHF 99.61% 99.61%
15.05.2024 0.28% 3.60 CHF 3.61 CHF 20'000 20'000 20'000 8'965 70'605 CHF 31'885 CHF 98.41% 98.41%
14.05.2024 0.29% 3.49 CHF 3.50 CHF 20'000 20'000 20'000 8'991 69'524 CHF 31'336 CHF 97.73% 97.73%
13.05.2024 0.28% 3.47 CHF 3.48 CHF 20'000 20'000 20'000 9'016 70'644 CHF 31'699 CHF 97.66% 97.66%
10.05.2024 0.29% 3.47 CHF 3.48 CHF 20'000 20'000 20'000 8'881 69'558 CHF 30'977 CHF 98.55% 98.55%
08.05.2024 0.29% 3.45 CHF 3.46 CHF 20'000 20'000 20'000 8'941 68'425 CHF 30'668 CHF 99.29% 99.29%
07.05.2024 0.29% 3.46 CHF 3.47 CHF 20'000 20'000 20'000 8'932 69'336 CHF 31'031 CHF 99.53% 99.53%
06.05.2024 0.30% 3.40 CHF 3.41 CHF 20'000 20'000 20'000 8'937 67'458 CHF 30'234 CHF 99.56% 99.56%
03.05.2024 0.31% 3.32 CHF 3.33 CHF 20'000 20'000 20'000 8'941 64'980 CHF 29'368 CHF 99.42% 99.42%
02.05.2024 0.31% 3.21 CHF 3.22 CHF 20'000 20'000 20'000 8'929 64'320 CHF 28'741 CHF 99.52% 99.52%

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