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 0.44% 2.19 CHF 2.20 CHF 450'000 150'000 450'000 150'000 1'016'780 CHF 340'427 CHF 98.26% 98.26%
15.05.2024 0.41% 2.48 CHF 2.49 CHF 450'000 150'000 450'000 150'000 1'108'340 CHF 370'946 CHF 98.65% 98.65%
14.05.2024 0.41% 2.43 CHF 2.44 CHF 450'000 150'000 450'000 150'000 1'099'870 CHF 368'124 CHF 98.81% 98.81%
13.05.2024 0.40% 2.49 CHF 2.50 CHF 450'000 150'000 450'000 150'000 1'120'720 CHF 375'073 CHF 93.53% 93.53%
10.05.2024 0.40% 2.49 CHF 2.50 CHF 450'000 150'000 450'000 150'000 1'112'470 CHF 372'325 CHF 98.74% 98.74%
08.05.2024 0.43% 2.32 CHF 2.33 CHF 450'000 150'000 450'000 150'000 1'049'650 CHF 351'383 CHF 98.78% 98.78%
07.05.2024 0.45% 2.31 CHF 2.32 CHF 450'000 150'000 450'000 150'000 1'007'500 CHF 337'332 CHF 98.74% 98.74%
06.05.2024 0.44% 2.27 CHF 2.28 CHF 450'000 150'000 450'000 150'000 1'014'360 CHF 339'621 CHF 98.77% 98.77%
03.05.2024 0.45% 2.22 CHF 2.23 CHF 450'000 150'000 450'000 150'000 990'184 CHF 331'561 CHF 98.73% 98.73%
02.05.2024 0.46% 2.18 CHF 2.19 CHF 450'000 150'000 450'000 150'000 977'241 CHF 327'247 CHF 98.43% 98.43%

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