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
07.05.2024 0.61% 1.59 CHF 1.60 CHF 183'000 183'000 183'604 183'604 297'783 CHF 299'619 CHF 10.48% 99.67%
06.05.2024 0.61% 1.50 CHF 1.51 CHF 181'000 181'000 76'341 76'341 124'575 CHF 125'339 CHF 95.08% 100.00%
03.05.2024 0.53% 1.84 CHF 1.85 CHF 189'000 189'000 85'414 85'414 161'002 CHF 161'857 CHF 99.75% 99.75%
02.05.2024 0.47% 2.09 CHF 2.10 CHF 193'000 193'000 87'789 87'789 188'998 CHF 189'878 CHF 99.96% 99.96%
30.04.2024 0.55% 1.92 CHF 1.93 CHF 188'000 188'000 84'083 84'083 156'227 CHF 157'070 CHF 99.98% 99.98%
29.04.2024 0.55% 1.91 CHF 1.92 CHF 189'000 189'000 83'333 83'333 156'756 CHF 157'591 CHF 99.56% 99.56%
26.04.2024 0.47% 1.94 CHF 1.95 CHF 189'000 189'000 87'224 87'224 183'685 CHF 184'559 CHF 99.25% 99.25%
25.04.2024 0.40% 2.40 CHF 2.41 CHF 200'000 200'000 90'640 90'640 228'102 CHF 229'010 CHF 98.15% 98.15%
24.04.2024 0.46% 2.36 CHF 2.37 CHF 200'000 200'000 88'508 88'508 197'811 CHF 198'698 CHF 99.83% 99.83%
23.04.2024 0.41% 2.35 CHF 2.36 CHF 200'000 200'000 90'462 90'462 221'480 CHF 222'387 CHF 99.99% 99.99%

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