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 0.71% 1.42 CHF 1.43 CHF 50'000 50'000 49'893 49'893 70'100 CHF 70'599 CHF 98.79% 98.79%
15.05.2024 0.74% 1.35 CHF 1.36 CHF 50'000 50'000 49'841 49'841 67'800 CHF 68'299 CHF 99.76% 99.76%
14.05.2024 0.79% 1.32 CHF 1.33 CHF 50'000 50'000 49'969 49'969 62'929 CHF 63'429 CHF 99.41% 99.41%
13.05.2024 0.77% 1.29 CHF 1.30 CHF 50'000 50'000 49'995 49'995 64'345 CHF 64'845 CHF 93.93% 93.93%
10.05.2024 0.77% 1.28 CHF 1.29 CHF 50'000 50'000 50'000 50'000 64'340 CHF 64'840 CHF 99.57% 99.57%
08.05.2024 0.83% 1.19 CHF 1.20 CHF 50'000 50'000 49'883 49'883 60'132 CHF 60'631 CHF 94.57% 94.57%
07.05.2024 0.84% 1.20 CHF 1.21 CHF 50'000 50'000 49'766 49'766 59'476 CHF 59'975 CHF 91.03% 91.03%
06.05.2024 0.90% 1.12 CHF 1.13 CHF 50'000 50'000 49'763 49'763 55'607 CHF 56'105 CHF 91.11% 91.11%
03.05.2024 0.98% 1.03 CHF 1.04 CHF 50'000 50'000 49'701 49'701 50'867 CHF 51'365 CHF 87.11% 87.11%
02.05.2024 1.01% 0.95 CHF 0.96 CHF 50'000 50'000 50'000 50'000 49'190 CHF 49'690 CHF 99.47% 99.47%

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