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
14.05.2024 2.44% 1.65 CHF 1.69 CHF 40'000 25'000 37'899 25'000 62'519 CHF 42'295 CHF 99.13% 99.13%
13.05.2024 2.80% 1.67 CHF 1.71 CHF 30'000 25'000 32'225 25'000 55'190 CHF 44'175 CHF 99.37% 99.37%
10.05.2024 3.02% 1.91 CHF 1.97 CHF 30'000 20'000 30'000 20'000 61'004 CHF 41'915 CHF 99.42% 99.42%
08.05.2024 2.90% 2.55 CHF 2.62 CHF 20'000 20'000 23'459 20'000 58'793 CHF 51'809 CHF 98.83% 98.83%
07.05.2024 2.37% 2.94 CHF 3.01 CHF 20'000 20'000 20'000 20'000 59'412 CHF 60'835 CHF 97.06% 97.06%
06.05.2024 2.59% 2.78 CHF 2.85 CHF 20'000 20'000 20'000 20'000 57'146 CHF 58'644 CHF 100.00% 100.00%
03.05.2024 2.69% 2.94 CHF 3.01 CHF 20'000 10'000 20'000 10'000 57'218 CHF 29'389 CHF 97.92% 97.92%
02.05.2024 2.38% 3.01 CHF 3.08 CHF 20'000 20'000 20'000 20'000 59'325 CHF 60'751 CHF 99.40% 99.40%
30.04.2024 2.56% 2.75 CHF 2.82 CHF 20'000 20'000 20'000 20'000 55'355 CHF 56'791 CHF 99.37% 99.37%
29.04.2024 2.67% 2.81 CHF 2.89 CHF 20'000 10'000 20'000 10'000 57'111 CHF 29'329 CHF 75.34% 75.34%

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