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 2.67% 1.02 CHF 1.03 CHF 50'000 50'000 58'563 30'431 55'795 CHF 29'984 CHF 99.66% 99.66%
15.05.2024 2.84% 0.92 CHF 0.93 CHF 60'000 50'000 60'000 30'432 53'722 CHF 28'111 CHF 99.63% 99.63%
14.05.2024 2.98% 0.88 CHF 0.89 CHF 60'000 50'000 60'474 30'432 51'360 CHF 26'675 CHF 99.65% 99.65%
13.05.2024 3.36% 0.76 CHF 0.77 CHF 70'000 50'000 71'169 30'708 52'818 CHF 23'470 CHF 94.87% 94.87%
10.05.2024 2.96% 0.83 CHF 0.84 CHF 70'000 50'000 62'180 30'329 53'027 CHF 26'493 CHF 98.59% 98.59%
08.05.2024 2.78% 0.91 CHF 0.92 CHF 60'000 50'000 60'000 30'434 54'407 CHF 28'268 CHF 99.66% 99.66%
07.05.2024 2.97% 0.94 CHF 0.95 CHF 60'000 50'000 61'003 30'434 52'415 CHF 27'206 CHF 99.66% 99.66%
06.05.2024 3.00% 0.82 CHF 0.83 CHF 70'000 50'000 69'056 30'963 56'972 CHF 26'212 CHF 90.80% 90.80%
03.05.2024 3.80% 0.74 CHF 0.79 CHF 5'000 5'000 59'290 24'078 49'190 CHF 20'571 CHF 99.23% 99.23%
02.05.2024 3.26% 0.79 CHF 0.80 CHF 70'000 50'000 70'000 30'388 54'333 CHF 24'357 CHF 99.44% 99.44%

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