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 0.26% 7.52 CHF 7.54 CHF 500'000 100'000 500'000 100'000 3'777'160 CHF 757'432 CHF 99.27% 99.27%
15.05.2024 0.26% 7.64 CHF 7.66 CHF 500'000 100'000 500'000 100'000 3'793'640 CHF 760'728 CHF 99.07% 99.07%
14.05.2024 0.27% 7.48 CHF 7.50 CHF 500'000 100'000 500'000 100'000 3'690'790 CHF 740'159 CHF 99.26% 99.26%
13.05.2024 0.27% 7.37 CHF 7.39 CHF 500'000 100'000 500'000 100'000 3'700'450 CHF 742'090 CHF 98.47% 98.47%
10.05.2024 0.28% 7.25 CHF 7.27 CHF 500'000 100'000 500'000 100'000 3'567'740 CHF 715'549 CHF 99.27% 99.27%
08.05.2024 0.28% 7.00 CHF 7.02 CHF 500'000 100'000 500'000 100'000 3'523'240 CHF 706'647 CHF 99.27% 99.27%
07.05.2024 0.27% 7.32 CHF 7.34 CHF 500'000 100'000 500'000 100'000 3'690'000 CHF 740'000 CHF 99.27% 99.27%
06.05.2024 0.32% 6.29 CHF 6.31 CHF 500'000 100'000 500'000 100'000 3'109'010 CHF 623'801 CHF 99.27% 99.27%
03.05.2024 0.33% 6.11 CHF 6.13 CHF 500'000 100'000 500'000 100'000 3'031'080 CHF 608'215 CHF 99.15% 99.15%
02.05.2024 0.33% 5.95 CHF 5.97 CHF 500'000 100'000 500'000 100'000 2'994'440 CHF 600'889 CHF 99.26% 99.26%

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