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 0.82% 1.20 CHF 1.21 CHF 10'000 10'000 10'000 10'000 12'158 CHF 12'258 CHF 99.86% 99.86%
15.05.2024 0.80% 1.26 CHF 1.27 CHF 10'000 10'000 10'000 10'000 12'523 CHF 12'623 CHF 100.00% 100.00%
14.05.2024 0.81% 1.27 CHF 1.28 CHF 10'000 10'000 10'000 10'000 12'364 CHF 12'464 CHF 99.80% 99.80%
13.05.2024 0.82% 1.22 CHF 1.23 CHF 10'000 10'000 10'000 10'000 12'134 CHF 12'234 CHF 100.00% 100.00%
10.05.2024 0.86% 1.19 CHF 1.20 CHF 10'000 10'000 10'000 10'000 11'527 CHF 11'627 CHF 100.00% 100.00%
08.05.2024 0.94% 1.06 CHF 1.07 CHF 10'000 10'000 10'000 10'000 10'611 CHF 10'711 CHF 100.00% 100.00%
07.05.2024 1.03% 1.00 CHF 1.01 CHF 10'000 10'000 10'000 10'000 9'650 CHF 9'750 CHF 99.84% 99.84%
06.05.2024 1.08% 0.89 CHF 0.90 CHF 10'000 10'000 10'000 10'000 9'185 CHF 9'285 CHF 99.78% 99.78%
03.05.2024 1.08% 0.88 CHF 0.89 CHF 10'000 10'000 10'000 10'000 9'224 CHF 9'324 CHF 100.00% 100.00%
02.05.2024 1.04% 0.94 CHF 0.95 CHF 10'000 10'000 10'000 10'000 9'562 CHF 9'662 CHF 100.00% 100.00%

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