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
15.05.2024 2.79% 0.87 CHF 0.88 CHF 60'000 40'000 60'000 24'344 54'185 CHF 22'468 CHF 99.64% 99.64%
14.05.2024 1.96% 0.95 CHF 0.96 CHF 60'000 40'000 59'543 32'191 54'827 CHF 30'560 CHF 35.50% 52.44%
13.05.2024 3.33% 0.68 CHF 0.69 CHF 80'000 40'000 71'756 24'344 53'647 CHF 18'604 CHF 99.63% 99.63%
10.05.2024 2.85% 0.90 CHF 0.91 CHF 60'000 40'000 60'000 24'263 53'532 CHF 22'258 CHF 98.59% 98.59%
08.05.2024 2.55% 0.97 CHF 0.98 CHF 60'000 40'000 56'980 24'343 56'290 CHF 24'551 CHF 99.64% 99.64%
07.05.2024 2.78% 0.93 CHF 0.94 CHF 60'000 40'000 60'000 24'344 54'851 CHF 22'914 CHF 99.64% 99.64%
06.05.2024 3.05% 0.83 CHF 0.84 CHF 70'000 40'000 66'411 24'344 55'065 CHF 20'845 CHF 99.63% 99.63%
03.05.2024 2.97% 0.88 CHF 0.89 CHF 60'000 40'000 61'293 24'330 52'407 CHF 21'480 CHF 99.47% 99.47%
02.05.2024 2.53% 0.96 CHF 0.97 CHF 60'000 40'000 51'376 24'341 51'331 CHF 24'864 CHF 99.61% 99.61%
30.04.2024 2.32% 1.15 CHF 1.16 CHF 50'000 40'000 50'000 24'344 54'817 CHF 27'402 CHF 99.65% 99.65%

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