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 0.57% 1.75 CHF 1.76 CHF 100'000 100'000 99'854 99'854 175'952 CHF 176'952 CHF 95.34% 95.34%
15.05.2024 0.56% 1.80 CHF 1.81 CHF 100'000 100'000 99'809 99'809 177'143 CHF 178'143 CHF 96.48% 96.48%
14.05.2024 0.59% 1.74 CHF 1.75 CHF 100'000 100'000 100'000 100'000 169'648 CHF 170'648 CHF 96.58% 96.58%
13.05.2024 0.59% 1.69 CHF 1.70 CHF 100'000 100'000 99'984 99'984 170'233 CHF 171'233 CHF 96.61% 96.61%
10.05.2024 0.62% 1.64 CHF 1.65 CHF 100'000 100'000 100'000 100'000 160'138 CHF 161'138 CHF 95.34% 95.34%
08.05.2024 0.64% 1.55 CHF 1.56 CHF 100'000 100'000 99'982 99'982 156'617 CHF 157'617 CHF 91.83% 91.83%
07.05.2024 0.59% 1.67 CHF 1.68 CHF 110'000 110'000 103'523 103'523 175'750 CHF 176'788 CHF 86.11% 86.11%
06.05.2024 0.79% 1.29 CHF 1.30 CHF 110'000 110'000 110'000 110'000 138'896 CHF 139'996 CHF 99.79% 99.79%
03.05.2024 0.82% 1.23 CHF 1.24 CHF 110'000 110'000 110'092 110'092 133'065 CHF 134'165 CHF 99.95% 99.95%
02.05.2024 0.84% 1.17 CHF 1.18 CHF 120'000 120'000 118'722 118'722 140'709 CHF 141'896 CHF 99.98% 99.98%

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