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 0.39% 2.59 CHF 2.60 CHF 24'000 24'000 23'775 23'775 61'887 CHF 62'125 CHF 100.00% 100.00%
15.05.2024 0.40% 2.57 CHF 2.58 CHF 24'000 24'000 23'775 23'775 60'339 CHF 60'577 CHF 100.00% 100.00%
14.05.2024 0.39% 2.51 CHF 2.52 CHF 24'000 24'000 23'826 23'826 60'743 CHF 60'981 CHF 99.04% 99.04%
13.05.2024 0.53% 1.91 CHF 1.92 CHF 26'000 26'000 25'756 25'756 49'289 CHF 49'546 CHF 100.00% 100.00%
10.05.2024 0.55% 1.85 CHF 1.86 CHF 26'000 26'000 25'799 25'799 47'458 CHF 47'716 CHF 93.21% 99.34%
08.05.2024 0.55% 1.80 CHF 1.81 CHF 26'000 26'000 25'946 25'946 47'136 CHF 47'395 CHF 99.47% 99.47%
07.05.2024 0.58% 1.83 CHF 1.84 CHF 26'000 26'000 26'207 26'207 45'612 CHF 45'875 CHF 99.67% 99.67%
06.05.2024 0.58% 1.74 CHF 1.75 CHF 26'000 26'000 25'861 25'861 44'884 CHF 45'143 CHF 98.56% 98.56%
03.05.2024 0.60% 1.71 CHF 1.72 CHF 27'000 27'000 26'880 26'880 44'724 CHF 44'993 CHF 97.56% 97.56%
02.05.2024 0.61% 1.61 CHF 1.62 CHF 27'000 27'000 26'871 26'871 44'147 CHF 44'416 CHF 99.17% 99.17%

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