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 0.56% 1.75 CHF 1.76 CHF 30'000 10'000 30'000 6'097 53'521 CHF 10'917 CHF 99.01% 99.01%
15.05.2024 0.48% 1.99 CHF 2.00 CHF 30'000 10'000 29'250 6'004 67'377 CHF 13'679 CHF 98.07% 98.07%
14.05.2024 0.38% 2.55 CHF 2.56 CHF 20'000 10'000 20'000 6'110 52'109 CHF 15'946 CHF 97.90% 97.90%
13.05.2024 0.39% 2.58 CHF 2.59 CHF 20'000 10'000 21'518 6'086 54'559 CHF 15'545 CHF 100.00% 100.00%
10.05.2024 0.39% 2.66 CHF 2.67 CHF 20'000 10'000 20'487 6'060 52'258 CHF 15'558 CHF 98.56% 98.56%
08.05.2024 0.33% 2.98 CHF 2.99 CHF 20'000 10'000 20'000 6'085 59'964 CHF 18'317 CHF 99.99% 99.99%
07.05.2024 0.34% 2.86 CHF 2.87 CHF 20'000 10'000 20'000 6'085 59'328 CHF 18'047 CHF 100.00% 100.00%
06.05.2024 0.30% 3.20 CHF 3.21 CHF 20'000 10'000 20'000 6'085 65'837 CHF 19'983 CHF 99.99% 99.99%
03.05.2024 0.26% 3.68 CHF 3.69 CHF 20'000 10'000 20'000 6'108 75'641 CHF 22'939 CHF 97.38% 97.38%
02.05.2024 0.24% 4.26 CHF 4.27 CHF 20'000 10'000 20'000 6'085 84'584 CHF 25'937 CHF 99.38% 99.38%

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