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
15.05.2024 0.96% 1.06 CHF 1.07 CHF 500'000 100'000 500'000 100'000 518'516 CHF 104'703 CHF 99.11% 99.11%
14.05.2024 1.04% 1.00 CHF 1.01 CHF 500'000 100'000 500'000 100'000 477'056 CHF 96'411 CHF 99.36% 99.36%
13.05.2024 1.03% 0.95 CHF 0.96 CHF 500'000 100'000 500'000 100'000 481'392 CHF 97'278 CHF 98.56% 98.56%
10.05.2024 1.16% 0.90 CHF 0.91 CHF 500'000 100'000 500'000 100'000 428'962 CHF 86'792 CHF 99.37% 99.37%
08.05.2024 1.21% 0.80 CHF 0.81 CHF 500'000 100'000 500'000 100'000 411'423 CHF 83'285 CHF 99.37% 99.37%
07.05.2024 1.04% 0.93 CHF 0.94 CHF 500'000 100'000 499'991 100'000 478'424 CHF 96'687 CHF 99.37% 99.37%
06.05.2024 2.01% 0.52 CHF 0.53 CHF 500'000 100'000 500'000 100'000 246'283 CHF 50'257 CHF 99.37% 99.37%
03.05.2024 2.30% 0.45 CHF 0.46 CHF 500'000 100'000 500'000 100'000 215'152 CHF 44'030 CHF 99.18% 99.18%
02.05.2024 2.46% 0.39 CHF 0.40 CHF 500'000 100'000 500'000 100'000 200'598 CHF 41'120 CHF 99.38% 99.38%
30.04.2024 2.29% 0.39 CHF 0.40 CHF 500'000 100'000 500'000 100'000 216'428 CHF 44'286 CHF 99.37% 99.37%

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