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 0.80% 1.22 CHF 1.23 CHF 20'000 20'000 10'242 10'242 12'678 CHF 12'780 CHF 99.02% 99.02%
15.05.2024 0.64% 1.40 CHF 1.41 CHF 10'000 10'000 6'106 6'106 9'901 CHF 9'964 CHF 98.05% 98.05%
14.05.2024 0.52% 1.87 CHF 1.88 CHF 10'000 10'000 6'110 6'110 11'694 CHF 11'756 CHF 97.87% 97.87%
13.05.2024 0.54% 1.89 CHF 1.90 CHF 10'000 10'000 6'086 6'086 11'348 CHF 11'409 CHF 100.00% 100.00%
10.05.2024 0.53% 1.99 CHF 2.00 CHF 10'000 10'000 6'064 6'064 11'429 CHF 11'490 CHF 98.67% 98.67%
08.05.2024 0.44% 2.32 CHF 2.34 CHF 10'000 10'000 6'085 6'085 14'293 CHF 14'356 CHF 99.99% 99.99%
07.05.2024 0.46% 2.20 CHF 2.21 CHF 10'000 10'000 6'085 6'085 14'036 CHF 14'100 CHF 100.00% 100.00%
06.05.2024 0.49% 2.66 CHF 2.67 CHF 7'500 7'500 3'585 3'585 9'845 CHF 9'893 CHF 99.99% 99.99%
03.05.2024 0.53% 3.50 CHF 3.52 CHF 5'000 5'000 3'054 3'054 11'061 CHF 11'121 CHF 97.39% 97.39%
02.05.2024 0.53% 4.75 CHF 4.78 CHF 5'000 5'000 2'653 2'653 12'604 CHF 12'670 CHF 99.43% 99.43%

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