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 0.63% 1.50 CHF 1.51 CHF 10'000 10'000 9'982 9'982 15'781 CHF 15'881 CHF 99.52% 99.52%
15.05.2024 0.74% 1.46 CHF 1.47 CHF 10'000 10'000 10'000 10'000 13'527 CHF 13'627 CHF 99.57% 99.57%
14.05.2024 0.92% 1.21 CHF 1.22 CHF 15'000 15'000 15'000 15'000 16'241 CHF 16'391 CHF 99.52% 99.52%
13.05.2024 0.96% 1.00 CHF 1.01 CHF 10'000 10'000 10'000 10'000 10'324 CHF 10'424 CHF 99.54% 99.54%
10.05.2024 0.88% 1.06 CHF 1.07 CHF 10'000 10'000 10'000 10'000 11'349 CHF 11'449 CHF 99.51% 99.51%
08.05.2024 0.84% 1.23 CHF 1.24 CHF 10'000 10'000 10'000 10'000 11'918 CHF 12'018 CHF 99.51% 99.51%
07.05.2024 0.83% 1.26 CHF 1.27 CHF 10'000 10'000 10'000 10'000 11'968 CHF 12'068 CHF 99.51% 99.51%
06.05.2024 0.88% 1.17 CHF 1.18 CHF 10'000 10'000 10'000 10'000 11'313 CHF 11'413 CHF 99.55% 99.55%
03.05.2024 0.94% 1.10 CHF 1.11 CHF 15'000 15'000 15'000 15'000 15'908 CHF 16'058 CHF 99.48% 99.48%
02.05.2024 0.96% 1.03 CHF 1.04 CHF 10'000 10'000 10'000 10'000 10'376 CHF 10'476 CHF 99.33% 99.43%

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