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
21.05.2024 0.54% 112.20 CHF 112.80 CHF 10'000 10'000 10'000 10'000 1'116'340 CHF 1'122'340 CHF 99.28% 99.28%
17.05.2024 0.54% 111.90 CHF 112.50 CHF 10'000 10'000 10'000 10'000 1'116'390 CHF 1'122'390 CHF 99.22% 99.22%
16.05.2024 0.54% 110.30 CHF 110.90 CHF 10'000 10'000 10'000 10'000 1'100'940 CHF 1'106'870 CHF 99.37% 99.37%
15.05.2024 0.46% 107.70 CHF 108.20 CHF 10'000 10'000 10'000 10'000 1'076'510 CHF 1'081'510 CHF 99.37% 99.37%
14.05.2024 0.47% 107.30 CHF 107.80 CHF 10'000 10'000 10'000 10'000 1'072'720 CHF 1'077'720 CHF 99.37% 99.37%
13.05.2024 0.46% 108.30 CHF 108.80 CHF 10'000 10'000 10'000 10'000 1'084'730 CHF 1'089'730 CHF 98.65% 98.65%
10.05.2024 0.46% 108.80 CHF 109.30 CHF 10'000 10'000 10'000 10'000 1'086'240 CHF 1'091'240 CHF 99.37% 99.37%
08.05.2024 0.46% 107.60 CHF 108.10 CHF 10'000 10'000 10'000 10'000 1'073'540 CHF 1'078'540 CHF 99.38% 99.38%
07.05.2024 0.47% 107.00 CHF 107.50 CHF 10'000 10'000 10'000 10'000 1'065'030 CHF 1'070'030 CHF 99.38% 99.38%
06.05.2024 0.47% 106.30 CHF 106.80 CHF 10'000 10'000 10'000 10'000 1'059'700 CHF 1'064'700 CHF 99.38% 99.38%

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