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 0.54% 555.50 CHF 558.50 CHF 5'000 1'500 5'000 1'500 2'754'450 CHF 830'825 CHF 99.37% 99.37%
13.05.2024 0.54% 550.00 CHF 553.00 CHF 5'000 1'500 5'000 1'500 2'761'860 CHF 833'057 CHF 98.95% 98.95%
10.05.2024 0.54% 551.50 CHF 554.50 CHF 5'000 1'500 5'000 1'500 2'761'490 CHF 832'948 CHF 99.38% 99.38%
08.05.2024 0.54% 551.00 CHF 554.00 CHF 5'000 1'500 5'000 1'500 2'758'650 CHF 832'082 CHF 99.37% 99.37%
07.05.2024 0.48% 546.50 CHF 549.00 CHF 5'000 1'500 5'000 1'500 2'729'110 CHF 822'643 CHF 94.77% 94.77%
06.05.2024 0.48% 523.00 CHF 525.50 CHF 5'000 1'500 5'000 1'500 2'608'360 CHF 786'258 CHF 99.37% 99.37%
03.05.2024 0.49% 517.00 CHF 519.50 CHF 5'000 1'500 3'052 1'500 1'569'470 CHF 772'457 CHF 99.36% 99.36%
02.05.2024 0.49% 503.50 CHF 506.00 CHF 1'500 1'500 1'500 1'500 756'251 CHF 760'001 CHF 99.37% 99.37%
30.04.2024 0.49% 506.00 CHF 508.50 CHF 1'500 1'500 1'500 1'500 762'304 CHF 766'054 CHF 99.37% 99.37%
29.04.2024 0.49% 510.00 CHF 512.50 CHF 1'500 1'500 1'500 1'500 764'026 CHF 767'776 CHF 99.37% 99.37%

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