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
14.05.2024 0.68% 1.49 CHF 1.50 CHF 49'700 49'700 49'266 49'266 72'032 CHF 72'525 CHF 99.32% 99.32%
13.05.2024 0.70% 1.39 CHF 1.40 CHF 49'600 49'600 49'395 49'395 70'595 CHF 71'089 CHF 100.00% 100.00%
10.05.2024 0.73% 1.35 CHF 1.36 CHF 51'200 51'200 50'989 50'989 69'898 CHF 70'408 CHF 100.00% 100.00%
08.05.2024 0.77% 1.29 CHF 1.30 CHF 53'100 53'100 52'873 52'873 68'799 CHF 69'328 CHF 99.25% 99.25%
07.05.2024 0.76% 1.33 CHF 1.34 CHF 48'000 48'000 47'797 47'797 62'829 CHF 63'307 CHF 97.62% 97.62%
06.05.2024 0.69% 1.42 CHF 1.43 CHF 48'000 48'000 47'800 47'800 68'865 CHF 69'343 CHF 98.97% 98.97%
03.05.2024 0.70% 1.45 CHF 1.46 CHF 49'500 49'500 49'296 49'296 70'199 CHF 70'692 CHF 99.94% 99.94%
02.05.2024 0.72% 1.39 CHF 1.40 CHF 45'700 45'700 45'511 45'511 63'411 CHF 63'866 CHF 99.98% 99.98%
30.04.2024 0.59% 1.46 CHF 1.47 CHF 37'300 37'300 35'565 35'565 60'495 CHF 60'851 CHF 99.99% 99.99%
29.04.2024 0.52% 1.93 CHF 1.94 CHF 37'100 37'100 36'941 36'941 71'419 CHF 71'789 CHF 99.98% 99.98%

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