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 0.53% 565.50 CHF 568.50 CHF 5'000 1'500 5'000 1'500 2'832'660 CHF 854'299 CHF 99.38% 99.38%
15.05.2024 0.53% 566.00 CHF 569.00 CHF 5'000 1'500 5'000 1'500 2'804'490 CHF 845'847 CHF 98.35% 98.35%
14.05.2024 0.54% 555.50 CHF 558.50 CHF 5'000 1'500 5'000 1'500 2'754'450 CHF 830'825 CHF 99.37% 99.37%
13.05.2024 0.54% 550.00 CHF 553.00 CHF 5'000 1'500 5'000 1'500 2'761'860 CHF 833'057 CHF 98.95% 98.95%
10.05.2024 0.54% 551.50 CHF 554.50 CHF 5'000 1'500 5'000 1'500 2'761'490 CHF 832'948 CHF 99.38% 99.38%
08.05.2024 0.54% 551.00 CHF 554.00 CHF 5'000 1'500 5'000 1'500 2'758'650 CHF 832'082 CHF 99.37% 99.37%
07.05.2024 0.48% 546.50 CHF 549.00 CHF 5'000 1'500 5'000 1'500 2'729'110 CHF 822'643 CHF 94.77% 94.77%
06.05.2024 0.48% 523.00 CHF 525.50 CHF 5'000 1'500 5'000 1'500 2'608'360 CHF 786'258 CHF 99.37% 99.37%
03.05.2024 0.49% 517.00 CHF 519.50 CHF 5'000 1'500 3'052 1'500 1'569'470 CHF 772'457 CHF 99.36% 99.36%
02.05.2024 0.49% 503.50 CHF 506.00 CHF 1'500 1'500 1'500 1'500 756'251 CHF 760'001 CHF 99.37% 99.37%

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