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 2.85% 1.24 CHF 1.26 CHF 100'000 100'000 37'370 37'370 46'405 CHF 47'466 CHF 99.61% 99.61%
10.05.2024 2.99% 1.27 CHF 1.29 CHF 100'000 100'000 37'052 37'052 43'568 CHF 44'624 CHF 98.58% 98.58%
08.05.2024 2.62% 1.16 CHF 1.18 CHF 100'000 100'000 37'371 37'371 47'208 CHF 48'269 CHF 99.63% 99.63%
07.05.2024 2.31% 1.37 CHF 1.39 CHF 100'000 100'000 37'453 37'453 56'152 CHF 57'214 CHF 99.16% 99.16%
06.05.2024 2.73% 1.67 CHF 1.70 CHF 50'000 50'000 18'685 18'685 34'465 CHF 35'260 CHF 99.62% 99.62%
03.05.2024 2.18% 2.16 CHF 2.19 CHF 50'000 50'000 18'642 18'642 42'942 CHF 43'736 CHF 99.49% 99.49%
02.05.2024 2.98% 2.62 CHF 2.67 CHF 50'000 50'000 26'504 18'672 76'441 CHF 54'524 CHF 99.58% 99.58%
30.04.2024 3.09% 3.09 CHF 3.14 CHF 50'000 50'000 26'511 18'682 76'088 CHF 55'324 CHF 99.61% 99.61%
29.04.2024 1.88% 2.86 CHF 2.89 CHF 50'000 50'000 26'550 18'734 75'253 CHF 54'180 CHF 99.05% 99.05%
26.04.2024 2.00% 2.94 CHF 2.97 CHF 50'000 50'000 26'583 18'778 72'601 CHF 53'060 CHF 98.57% 98.57%

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