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 0.85% 1.16 CHF 1.17 CHF 50'000 50'000 50'503 50'503 58'987 CHF 59'492 CHF 98.93% 98.93%
15.05.2024 1.01% 1.04 CHF 1.05 CHF 50'000 50'000 69'853 69'853 68'771 CHF 69'470 CHF 98.56% 98.56%
14.05.2024 1.15% 0.89 CHF 0.90 CHF 75'000 75'000 75'493 75'493 65'395 CHF 66'150 CHF 98.42% 98.42%
13.05.2024 1.15% 0.90 CHF 0.91 CHF 75'000 75'000 75'180 75'180 65'108 CHF 65'859 CHF 99.17% 99.17%
10.05.2024 1.23% 0.85 CHF 0.86 CHF 75'000 75'000 75'084 75'084 60'560 CHF 61'311 CHF 96.50% 96.50%
08.05.2024 1.27% 0.83 CHF 0.84 CHF 75'000 75'000 75'000 75'000 58'538 CHF 59'288 CHF 99.16% 99.16%
07.05.2024 1.26% 0.78 CHF 0.79 CHF 75'000 75'000 75'201 75'201 59'217 CHF 59'969 CHF 98.99% 98.99%
06.05.2024 1.37% 0.75 CHF 0.76 CHF 75'000 75'000 75'487 75'487 54'771 CHF 55'526 CHF 98.98% 98.98%
03.05.2024 1.53% 0.67 CHF 0.68 CHF 100'000 100'000 96'390 96'390 62'480 CHF 63'444 CHF 95.96% 95.96%
02.05.2024 1.54% 0.63 CHF 0.64 CHF 100'000 100'000 92'793 92'793 59'686 CHF 60'614 CHF 44.13% 44.13%

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