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 0.17% 5.41 CHF 5.42 CHF 250'000 80'000 250'000 80'000 1'436'420 CHF 460'456 CHF 99.22% 99.22%
15.05.2024 0.18% 5.62 CHF 5.63 CHF 250'000 80'000 250'000 80'000 1'362'990 CHF 436'957 CHF 99.15% 99.15%
14.05.2024 0.19% 5.40 CHF 5.41 CHF 250'000 80'000 250'000 80'000 1'292'480 CHF 414'394 CHF 99.22% 99.22%
13.05.2024 0.18% 5.33 CHF 5.34 CHF 250'000 80'000 250'000 80'000 1'350'650 CHF 433'007 CHF 98.29% 98.29%
10.05.2024 0.18% 5.38 CHF 5.39 CHF 250'000 80'000 250'000 80'000 1'413'430 CHF 453'098 CHF 99.21% 99.21%
08.05.2024 0.18% 5.66 CHF 5.67 CHF 250'000 80'000 250'000 80'000 1'410'080 CHF 452'026 CHF 99.14% 99.14%
07.05.2024 0.16% 5.92 CHF 5.93 CHF 250'000 80'000 250'000 80'000 1'516'290 CHF 486'014 CHF 99.22% 99.22%
06.05.2024 0.16% 6.12 CHF 6.13 CHF 250'000 80'000 250'000 80'000 1'538'660 CHF 493'172 CHF 99.23% 99.23%
03.05.2024 0.17% 5.82 CHF 5.83 CHF 250'000 80'000 250'000 80'000 1'484'730 CHF 475'913 CHF 98.78% 98.78%
02.05.2024 0.17% 5.96 CHF 5.97 CHF 250'000 80'000 250'000 80'000 1'441'730 CHF 462'155 CHF 99.19% 99.19%

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