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 4.01% 0.39 CHF 0.40 CHF 130'000 30'000 111'617 17'946 49'619 CHF 8'176 CHF 95.92% 95.92%
14.05.2024 3.49% 0.48 CHF 0.49 CHF 110'000 30'000 101'956 18'384 50'760 CHF 9'435 CHF 97.90% 97.90%
13.05.2024 3.53% 0.50 CHF 0.51 CHF 100'000 30'000 104'013 18'319 51'508 CHF 9'393 CHF 99.82% 99.82%
10.05.2024 3.55% 0.51 CHF 0.52 CHF 100'000 30'000 106'047 18'194 52'316 CHF 9'287 CHF 98.67% 98.67%
08.05.2024 3.13% 0.55 CHF 0.56 CHF 100'000 30'000 95'872 18'308 53'528 CHF 10'515 CHF 99.93% 99.93%
07.05.2024 3.07% 0.54 CHF 0.55 CHF 100'000 30'000 91'161 18'320 51'781 CHF 10'660 CHF 99.76% 99.76%
06.05.2024 2.76% 0.61 CHF 0.62 CHF 90'000 30'000 82'211 18'313 51'927 CHF 11'805 CHF 100.00% 100.00%
03.05.2024 3.23% 0.69 CHF 0.72 CHF 6'000 6'000 48'784 11'752 38'342 CHF 9'352 CHF 95.27% 95.27%
02.05.2024 1.94% 0.92 CHF 0.93 CHF 60'000 30'000 59'896 18'345 54'599 CHF 17'154 CHF 98.84% 98.84%
30.04.2024 2.22% 0.85 CHF 0.86 CHF 60'000 30'000 69'897 18'222 55'683 CHF 14'841 CHF 99.13% 99.13%

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