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
13.05.2024 8.19% 0.92 CHF 1.00 CHF 52'701 10'000 50'981 10'000 51'111 CHF 10'943 CHF 99.37% 99.37%
10.05.2024 10.81% 1.30 CHF 1.49 CHF 23'410 5'000 23'483 5'000 39'075 CHF 9'266 CHF 99.42% 99.42%
08.05.2024 8.76% 3.22 CHF 3.50 CHF 15'661 5'000 15'627 5'000 48'464 CHF 16'914 CHF 98.83% 98.83%
07.05.2024 5.31% 4.72 CHF 4.99 CHF 17'324 5'000 15'502 5'000 74'552 CHF 25'562 CHF 97.06% 97.06%
06.05.2024 6.45% 4.13 CHF 4.42 CHF 15'170 5'000 15'241 5'000 67'612 CHF 23'656 CHF 100.00% 100.00%
03.05.2024 6.97% 4.75 CHF 5.07 CHF 14'153 2'500 14'114 2'500 62'645 CHF 11'895 CHF 97.89% 97.89%
02.05.2024 5.36% 5.09 CHF 5.37 CHF 10'000 5'000 15'095 5'000 73'802 CHF 25'932 CHF 99.40% 99.40%
30.04.2024 6.23% 4.12 CHF 4.38 CHF 17'047 5'000 16'986 5'000 70'965 CHF 22'229 CHF 99.37% 99.37%
29.04.2024 6.97% 4.33 CHF 4.65 CHF 13'833 2'500 13'892 2'500 62'679 CHF 12'093 CHF 75.34% 75.34%
26.04.2024 8.17% 5.34 CHF 5.79 CHF 10'000 2'500 9'996 2'500 52'330 CHF 14'200 CHF 98.59% 98.59%

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