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 0.86% 1.17 CHF 1.18 CHF 60'000 60'000 52'173 36'520 60'449 CHF 42'676 CHF 99.68% 99.68%
15.05.2024 0.88% 1.17 CHF 1.18 CHF 60'000 60'000 52'183 36'550 59'023 CHF 41'659 CHF 99.18% 99.18%
14.05.2024 0.91% 1.09 CHF 1.10 CHF 60'000 60'000 52'182 36'546 56'953 CHF 40'273 CHF 98.92% 98.92%
13.05.2024 0.94% 1.06 CHF 1.07 CHF 60'000 60'000 52'165 36'496 55'449 CHF 39'290 CHF 99.58% 99.58%
10.05.2024 0.87% 1.10 CHF 1.11 CHF 60'000 60'000 52'131 36'394 59'420 CHF 41'687 CHF 98.61% 98.61%
08.05.2024 0.96% 1.06 CHF 1.07 CHF 60'000 60'000 52'097 36'292 54'308 CHF 38'245 CHF 98.52% 98.52%
07.05.2024 0.98% 1.04 CHF 1.05 CHF 60'000 60'000 52'157 36'471 53'217 CHF 37'635 CHF 97.44% 97.44%
06.05.2024 0.96% 1.03 CHF 1.04 CHF 60'000 60'000 52'160 36'481 54'040 CHF 38'172 CHF 98.42% 98.42%
03.05.2024 0.99% 0.98 CHF 0.99 CHF 60'000 60'000 52'130 36'390 52'318 CHF 36'789 CHF 98.94% 98.94%
02.05.2024 1.01% 1.01 CHF 1.02 CHF 60'000 60'000 59'623 36'755 58'615 CHF 36'567 CHF 95.02% 95.02%

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