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
22.05.2024 0.66% 2.78 CHF 2.79 CHF 100'000 100'000 40'385 40'385 110'070 CHF 110'658 CHF 98.28% 98.28%
21.05.2024 0.66% 2.55 CHF 2.56 CHF 100'000 100'000 40'495 40'495 106'448 CHF 107'041 CHF 99.66% 99.66%
17.05.2024 0.64% 2.82 CHF 2.83 CHF 100'000 100'000 40'493 40'493 113'665 CHF 114'257 CHF 99.66% 99.66%
16.05.2024 0.60% 2.93 CHF 2.94 CHF 100'000 100'000 40'494 40'494 119'915 CHF 120'508 CHF 99.66% 99.66%
15.05.2024 0.60% 2.87 CHF 2.88 CHF 100'000 100'000 40'503 40'503 117'326 CHF 117'919 CHF 99.61% 99.61%
14.05.2024 0.60% 2.90 CHF 2.91 CHF 100'000 100'000 40'546 40'546 117'952 CHF 118'544 CHF 98.85% 98.85%
13.05.2024 0.57% 2.99 CHF 3.00 CHF 100'000 100'000 40'493 40'493 123'891 CHF 124'483 CHF 99.66% 99.66%
10.05.2024 0.55% 3.10 CHF 3.11 CHF 100'000 100'000 40'035 40'035 129'178 CHF 129'768 CHF 98.25% 98.25%
08.05.2024 0.56% 3.15 CHF 3.16 CHF 100'000 100'000 40'545 40'545 127'403 CHF 127'996 CHF 99.40% 99.40%
07.05.2024 0.56% 3.24 CHF 3.25 CHF 100'000 100'000 40'491 40'491 129'121 CHF 129'714 CHF 99.66% 99.66%

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