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 1.50% 1.78 CHF 1.79 CHF 50'000 50'000 34'346 30'433 58'722 CHF 52'815 CHF 99.66% 99.66%
15.05.2024 1.57% 1.66 CHF 1.67 CHF 50'000 50'000 42'174 30'435 68'704 CHF 50'430 CHF 99.61% 99.61%
14.05.2024 1.63% 1.61 CHF 1.62 CHF 50'000 50'000 42'183 30'457 66'180 CHF 48'586 CHF 99.25% 99.25%
13.05.2024 1.75% 1.46 CHF 1.47 CHF 50'000 50'000 42'339 30'848 60'502 CHF 44'745 CHF 92.60% 92.60%
10.05.2024 1.62% 1.54 CHF 1.55 CHF 50'000 50'000 42'132 30'329 66'141 CHF 48'214 CHF 98.59% 98.59%
08.05.2024 1.56% 1.63 CHF 1.64 CHF 50'000 50'000 42'172 30'431 68'728 CHF 50'260 CHF 99.65% 99.65%
07.05.2024 1.63% 1.67 CHF 1.68 CHF 50'000 50'000 42'173 30'433 66'323 CHF 48'857 CHF 99.66% 99.66%
06.05.2024 1.65% 1.51 CHF 1.52 CHF 50'000 50'000 42'385 30'963 64'277 CHF 47'626 CHF 90.80% 90.80%
03.05.2024 2.08% 1.40 CHF 1.45 CHF 5'000 5'000 35'807 24'030 54'374 CHF 37'085 CHF 99.35% 99.35%
02.05.2024 1.76% 1.46 CHF 1.47 CHF 50'000 50'000 42'170 30'424 61'181 CHF 44'898 CHF 99.62% 99.62%

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