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 0.57% 3.48 CHF 3.49 CHF 50'000 50'000 18'721 18'721 60'432 CHF 60'698 CHF 99.13% 99.13%
14.05.2024 0.61% 2.99 CHF 3.00 CHF 50'000 50'000 18'686 18'686 54'494 CHF 54'760 CHF 99.57% 99.57%
13.05.2024 0.60% 2.93 CHF 2.94 CHF 50'000 50'000 18'726 18'726 54'349 CHF 54'614 CHF 99.08% 99.08%
10.05.2024 0.62% 2.89 CHF 2.90 CHF 50'000 50'000 18'526 18'526 53'932 CHF 54'196 CHF 98.49% 98.49%
08.05.2024 0.60% 2.96 CHF 2.97 CHF 50'000 50'000 18'690 18'690 55'665 CHF 55'930 CHF 99.51% 99.51%
07.05.2024 0.58% 2.98 CHF 2.99 CHF 50'000 50'000 18'816 18'816 56'412 CHF 56'678 CHF 98.28% 98.28%
06.05.2024 0.62% 3.12 CHF 3.13 CHF 50'000 50'000 18'772 18'772 55'976 CHF 56'242 CHF 98.27% 98.27%
03.05.2024 0.70% 2.66 CHF 2.67 CHF 100'000 100'000 37'358 37'358 98'312 CHF 98'842 CHF 99.54% 99.54%
02.05.2024 0.76% 2.40 CHF 2.41 CHF 100'000 100'000 37'625 37'625 87'573 CHF 88'105 CHF 98.14% 98.14%
30.04.2024 0.65% 2.69 CHF 2.70 CHF 50'000 50'000 18'842 18'842 51'910 CHF 52'176 CHF 97.78% 97.78%

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