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 0.48% 2.45 CHF 2.46 CHF 17'800 17'800 17'310 17'310 41'285 CHF 41'465 CHF 100.00% 100.00%
15.05.2024 0.44% 2.36 CHF 2.37 CHF 21'200 21'200 21'238 21'238 48'274 CHF 48'487 CHF 100.00% 100.00%
14.05.2024 0.55% 1.85 CHF 1.86 CHF 24'500 24'500 24'459 24'459 44'283 CHF 44'528 CHF 99.71% 99.71%
13.05.2024 0.57% 1.69 CHF 1.70 CHF 24'200 24'200 23'998 23'998 42'156 CHF 42'396 CHF 99.45% 99.45%
10.05.2024 0.56% 1.76 CHF 1.77 CHF 24'100 24'100 23'841 23'841 42'166 CHF 42'404 CHF 99.99% 99.99%
08.05.2024 0.58% 1.66 CHF 1.67 CHF 25'600 25'600 25'405 25'405 43'652 CHF 43'906 CHF 98.93% 98.93%
07.05.2024 0.62% 1.64 CHF 1.65 CHF 26'700 26'700 26'765 26'765 43'104 CHF 43'371 CHF 99.41% 99.41%
06.05.2024 0.64% 1.56 CHF 1.57 CHF 27'000 27'000 26'882 26'882 42'096 CHF 42'364 CHF 100.00% 100.00%
03.05.2024 0.62% 1.56 CHF 1.57 CHF 28'200 28'200 27'933 27'933 44'831 CHF 45'111 CHF 99.98% 99.98%
02.05.2024 0.68% 1.48 CHF 1.49 CHF 29'400 29'400 29'453 29'453 42'892 CHF 43'186 CHF 98.55% 98.55%

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