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 0.23% 4.25 CHF 4.26 CHF 250'000 100'000 250'000 100'000 1'079'660 CHF 432'865 CHF 99.37% 99.37%
15.05.2024 0.23% 4.35 CHF 4.36 CHF 250'000 100'000 250'000 100'000 1'068'310 CHF 428'323 CHF 98.26% 98.26%
14.05.2024 0.24% 4.23 CHF 4.24 CHF 250'000 100'000 250'000 100'000 1'044'780 CHF 418'912 CHF 99.37% 99.37%
13.05.2024 0.23% 4.22 CHF 4.23 CHF 250'000 100'000 250'000 100'000 1'063'460 CHF 426'385 CHF 98.53% 98.53%
10.05.2024 0.23% 4.37 CHF 4.38 CHF 250'000 100'000 250'000 100'000 1'090'000 CHF 437'002 CHF 99.38% 99.38%
08.05.2024 0.24% 4.19 CHF 4.20 CHF 250'000 100'000 250'000 100'000 1'052'190 CHF 421'874 CHF 99.34% 99.34%
07.05.2024 0.24% 4.15 CHF 4.16 CHF 250'000 100'000 250'000 100'000 1'031'620 CHF 413'646 CHF 97.85% 97.85%
06.05.2024 0.24% 4.13 CHF 4.14 CHF 250'000 100'000 250'000 100'000 1'023'460 CHF 410'382 CHF 99.38% 99.38%
03.05.2024 0.25% 4.05 CHF 4.06 CHF 250'000 100'000 250'000 100'000 1'004'130 CHF 402'654 CHF 99.36% 99.36%
02.05.2024 0.25% 3.98 CHF 3.99 CHF 250'000 100'000 250'000 100'000 991'015 CHF 397'406 CHF 98.74% 98.74%

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