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 0.54% 1.86 CHF 1.87 CHF 500'000 100'000 500'000 100'000 930'000 CHF 187'000 CHF 99.27% 99.27%
15.05.2024 0.54% 1.86 CHF 1.87 CHF 500'000 100'000 500'000 100'000 930'498 CHF 187'100 CHF 99.07% 99.07%
14.05.2024 0.53% 1.87 CHF 1.88 CHF 500'000 100'000 500'000 100'000 938'734 CHF 188'747 CHF 99.27% 99.27%
13.05.2024 0.53% 1.89 CHF 1.90 CHF 500'000 100'000 500'000 100'000 945'473 CHF 190'095 CHF 98.47% 98.47%
10.05.2024 0.53% 1.89 CHF 1.90 CHF 500'000 100'000 500'000 100'000 943'701 CHF 189'740 CHF 99.27% 99.27%
08.05.2024 0.52% 1.90 CHF 1.91 CHF 500'000 100'000 500'000 100'000 949'900 CHF 190'980 CHF 99.27% 99.27%
07.05.2024 0.53% 1.89 CHF 1.90 CHF 500'000 100'000 500'000 100'000 949'350 CHF 190'870 CHF 99.27% 99.27%
06.05.2024 0.52% 1.90 CHF 1.91 CHF 500'000 100'000 500'000 100'000 950'091 CHF 191'018 CHF 99.27% 99.27%
03.05.2024 0.52% 1.90 CHF 1.91 CHF 500'000 100'000 500'000 100'000 950'208 CHF 191'042 CHF 99.17% 99.17%
02.05.2024 0.52% 1.92 CHF 1.93 CHF 500'000 100'000 500'000 100'000 958'051 CHF 192'610 CHF 99.27% 99.27%

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