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
24.04.2024 0.95% 1.02 CHF 1.03 CHF 39'700 39'700 39'178 39'178 41'007 CHF 41'399 CHF 99.72% 99.72%
23.04.2024 0.94% 1.08 CHF 1.09 CHF 38'400 38'400 38'549 38'549 41'037 CHF 41'423 CHF 99.99% 99.99%
22.04.2024 0.94% 1.09 CHF 1.10 CHF 36'500 36'500 36'758 36'758 38'980 CHF 39'347 CHF 100.00% 100.00%
19.04.2024 0.88% 1.17 CHF 1.18 CHF 37'000 37'000 36'847 36'847 41'468 CHF 41'836 CHF 100.00% 100.00%
18.04.2024 0.89% 1.15 CHF 1.16 CHF 39'900 39'900 39'742 39'742 44'494 CHF 44'892 CHF 99.99% 99.99%
17.04.2024 0.94% 1.06 CHF 1.07 CHF 39'500 39'500 39'224 39'224 41'646 CHF 42'039 CHF 99.99% 99.99%
16.04.2024 0.89% 1.07 CHF 1.08 CHF 39'000 39'000 38'355 38'355 42'845 CHF 43'229 CHF 99.68% 99.68%
15.04.2024 0.91% 1.09 CHF 1.10 CHF 36'000 36'000 35'890 35'890 39'401 CHF 39'760 CHF 99.84% 99.84%
12.04.2024 0.86% 1.18 CHF 1.19 CHF 40'400 40'400 40'632 40'632 47'130 CHF 47'536 CHF 100.00% 100.00%
11.04.2024 1.01% 1.01 CHF 1.02 CHF 46'100 46'100 46'293 46'293 45'518 CHF 45'981 CHF 99.37% 99.37%

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