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
03.05.2024 0.56% 1.77 CHF 1.78 CHF 55'000 55'000 54'861 54'861 98'962 CHF 99'511 CHF 97.59% 97.59%
02.05.2024 0.55% 1.80 CHF 1.81 CHF 55'000 55'000 54'744 54'744 100'350 CHF 100'898 CHF 99.25% 99.25%
30.04.2024 0.53% 1.87 CHF 1.88 CHF 55'000 55'000 54'665 54'665 102'445 CHF 102'992 CHF 99.59% 99.59%
29.04.2024 0.54% 1.89 CHF 1.90 CHF 54'500 54'500 54'180 54'180 101'064 CHF 101'607 CHF 99.65% 99.65%
26.04.2024 0.56% 1.80 CHF 1.81 CHF 55'500 55'500 55'106 55'106 98'848 CHF 99'400 CHF 98.82% 98.82%
25.04.2024 0.54% 1.83 CHF 1.84 CHF 55'000 55'000 54'366 54'366 101'560 CHF 102'105 CHF 98.15% 98.15%
24.04.2024 0.50% 1.94 CHF 1.95 CHF 54'500 54'500 53'464 53'464 107'015 CHF 107'551 CHF 99.39% 99.39%
23.04.2024 0.49% 2.07 CHF 2.08 CHF 53'500 53'500 52'951 52'951 108'951 CHF 109'481 CHF 99.24% 99.24%
22.04.2024 0.50% 2.01 CHF 2.02 CHF 53'500 53'500 53'168 53'168 106'713 CHF 107'245 CHF 98.43% 98.43%
19.04.2024 0.54% 1.97 CHF 1.98 CHF 54'000 54'000 53'676 53'676 100'888 CHF 101'425 CHF 98.11% 98.11%

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