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 0.40% 2.55 CHF 2.56 CHF 450'000 150'000 450'000 150'000 1'131'430 CHF 378'645 CHF 99.24% 99.24%
15.05.2024 0.38% 2.59 CHF 2.60 CHF 450'000 150'000 450'000 150'000 1'181'120 CHF 395'208 CHF 99.15% 99.15%
14.05.2024 0.37% 2.66 CHF 2.67 CHF 450'000 150'000 450'000 150'000 1'210'360 CHF 404'952 CHF 99.24% 99.24%
13.05.2024 0.37% 2.72 CHF 2.73 CHF 450'000 150'000 450'000 150'000 1'230'430 CHF 411'644 CHF 98.27% 98.27%
10.05.2024 0.37% 2.72 CHF 2.73 CHF 450'000 150'000 450'000 150'000 1'224'260 CHF 409'588 CHF 99.22% 99.22%
08.05.2024 0.38% 2.61 CHF 2.62 CHF 450'000 150'000 450'000 150'000 1'171'730 CHF 392'077 CHF 99.23% 99.23%
07.05.2024 0.38% 2.63 CHF 2.64 CHF 450'000 150'000 450'000 150'000 1'191'960 CHF 398'821 CHF 99.20% 99.20%
06.05.2024 0.38% 2.63 CHF 2.64 CHF 450'000 150'000 450'000 150'000 1'177'080 CHF 393'859 CHF 98.84% 98.84%
03.05.2024 0.39% 2.54 CHF 2.55 CHF 450'000 150'000 450'000 150'000 1'163'480 CHF 389'326 CHF 99.18% 99.18%
02.05.2024 0.39% 2.64 CHF 2.65 CHF 450'000 150'000 450'000 150'000 1'160'930 CHF 388'478 CHF 99.23% 99.23%

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