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 0.45% 2.20 CHF 2.21 CHF 750'000 100'000 750'000 100'000 1'676'770 CHF 224'569 CHF 99.37% 99.37%
15.05.2024 0.45% 2.31 CHF 2.32 CHF 750'000 100'000 750'000 100'000 1'680'780 CHF 225'103 CHF 99.38% 99.38%
14.05.2024 0.46% 2.21 CHF 2.22 CHF 750'000 100'000 750'000 100'000 1'632'730 CHF 218'698 CHF 99.36% 99.36%
13.05.2024 0.46% 2.20 CHF 2.21 CHF 750'000 100'000 750'000 100'000 1'620'780 CHF 217'104 CHF 98.79% 98.79%
10.05.2024 0.47% 2.11 CHF 2.12 CHF 750'000 100'000 750'000 100'000 1'592'410 CHF 213'321 CHF 99.36% 99.36%
08.05.2024 0.50% 2.01 CHF 2.02 CHF 750'000 100'000 750'000 100'000 1'496'960 CHF 200'594 CHF 99.37% 99.37%
07.05.2024 0.54% 1.90 CHF 1.91 CHF 750'000 100'000 750'000 100'000 1'387'020 CHF 185'936 CHF 98.16% 98.16%
06.05.2024 0.55% 1.83 CHF 1.84 CHF 750'000 100'000 750'000 100'000 1'356'900 CHF 181'920 CHF 99.37% 99.37%
03.05.2024 0.57% 1.77 CHF 1.78 CHF 750'000 100'000 750'000 100'000 1'315'350 CHF 176'380 CHF 99.33% 99.33%
02.05.2024 0.57% 1.78 CHF 1.79 CHF 750'000 100'000 750'000 100'000 1'317'160 CHF 176'622 CHF 99.35% 99.35%

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