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 0.36% 2.77 CHF 2.78 CHF 450'000 150'000 450'000 150'000 1'232'220 CHF 412'241 CHF 99.24% 99.24%
15.05.2024 0.35% 2.81 CHF 2.82 CHF 450'000 150'000 450'000 150'000 1'281'710 CHF 428'736 CHF 99.15% 99.15%
14.05.2024 0.34% 2.88 CHF 2.89 CHF 450'000 150'000 450'000 150'000 1'310'680 CHF 438'394 CHF 99.23% 99.23%
13.05.2024 0.34% 2.95 CHF 2.96 CHF 450'000 150'000 450'000 150'000 1'330'690 CHF 445'062 CHF 98.33% 98.33%
10.05.2024 0.34% 2.94 CHF 2.95 CHF 450'000 150'000 450'000 150'000 1'324'390 CHF 442'963 CHF 99.22% 99.22%
08.05.2024 0.35% 2.83 CHF 2.84 CHF 450'000 150'000 450'000 150'000 1'271'780 CHF 425'426 CHF 99.23% 99.23%
07.05.2024 0.35% 2.85 CHF 2.86 CHF 450'000 150'000 450'000 150'000 1'292'060 CHF 432'186 CHF 99.20% 99.20%
06.05.2024 0.35% 2.85 CHF 2.86 CHF 450'000 150'000 450'000 150'000 1'276'880 CHF 427'126 CHF 98.84% 98.84%
03.05.2024 0.36% 2.76 CHF 2.77 CHF 450'000 150'000 450'000 150'000 1'263'340 CHF 422'612 CHF 99.18% 99.18%
02.05.2024 0.36% 2.86 CHF 2.87 CHF 450'000 150'000 450'000 150'000 1'260'850 CHF 421'783 CHF 99.22% 99.22%

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