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 0.48% 2.19 CHF 2.20 CHF 50'000 50'000 34'345 30'432 78'166 CHF 69'280 CHF 99.60% 99.60%
14.05.2024 0.49% 2.22 CHF 2.23 CHF 50'000 50'000 34'380 30'475 77'172 CHF 68'610 CHF 98.87% 98.87%
13.05.2024 0.45% 2.32 CHF 2.33 CHF 50'000 50'000 34'345 30'431 83'133 CHF 73'867 CHF 99.66% 99.66%
10.05.2024 0.42% 2.44 CHF 2.45 CHF 50'000 50'000 30'331 30'331 78'948 CHF 79'278 CHF 98.53% 98.53%
08.05.2024 0.44% 2.47 CHF 2.48 CHF 50'000 50'000 31'990 30'431 79'183 CHF 75'737 CHF 99.66% 99.66%
07.05.2024 0.44% 2.59 CHF 2.60 CHF 50'000 50'000 32'440 30'430 81'493 CHF 76'850 CHF 99.66% 99.66%
06.05.2024 0.48% 2.38 CHF 2.39 CHF 50'000 50'000 34'345 30'431 79'396 CHF 70'669 CHF 99.66% 99.66%
03.05.2024 1.73% 2.31 CHF 2.32 CHF 50'000 50'000 6'751 6'708 15'692 CHF 15'751 CHF 99.20% 99.20%
02.05.2024 0.58% 2.01 CHF 2.02 CHF 50'000 50'000 34'331 30'414 66'013 CHF 58'867 CHF 99.58% 99.58%
30.04.2024 - 1.76 CHF - CHF 50'000 0 0 0 0 CHF 0 CHF 0.00% 99.60%

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