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 2.19% 2.31 CHF 2.34 CHF 50'000 50'000 34'345 18'691 82'431 CHF 45'289 CHF 99.66% 99.66%
15.05.2024 2.06% 2.51 CHF 2.54 CHF 50'000 50'000 26'512 18'674 67'645 CHF 48'233 CHF 99.60% 99.60%
14.05.2024 1.96% 2.65 CHF 2.68 CHF 50'000 50'000 26'525 18'700 71'455 CHF 51'038 CHF 99.56% 99.56%
13.05.2024 1.77% 2.94 CHF 2.97 CHF 50'000 50'000 26'903 19'204 80'275 CHF 58'255 CHF 94.07% 94.07%
10.05.2024 1.97% 2.78 CHF 2.81 CHF 50'000 50'000 26'394 18'525 71'707 CHF 51'432 CHF 98.59% 98.59%
08.05.2024 2.03% 2.64 CHF 2.67 CHF 50'000 50'000 26'516 18'689 69'407 CHF 49'861 CHF 99.64% 99.64%
07.05.2024 1.92% 2.56 CHF 2.59 CHF 50'000 50'000 26'516 18'688 71'743 CHF 50'807 CHF 99.64% 99.64%
06.05.2024 1.86% 2.88 CHF 2.91 CHF 50'000 50'000 26'516 18'688 75'744 CHF 54'300 CHF 99.65% 99.65%
03.05.2024 1.86% 3.07 CHF 3.10 CHF 50'000 50'000 26'391 18'521 77'054 CHF 55'537 CHF 99.11% 99.11%
02.05.2024 1.73% 3.06 CHF 3.09 CHF 50'000 50'000 26'458 18'611 80'988 CHF 57'770 CHF 99.40% 99.40%

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