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 0.73% 1.33 CHF 1.34 CHF 50'000 50'000 49'428 49'428 68'799 CHF 69'294 CHF 99.63% 99.63%
15.05.2024 0.84% 1.25 CHF 1.26 CHF 50'000 50'000 49'449 49'449 60'182 CHF 60'678 CHF 98.57% 98.57%
14.05.2024 0.77% 1.37 CHF 1.38 CHF 50'000 50'000 49'461 49'461 65'136 CHF 65'631 CHF 99.96% 99.96%
13.05.2024 0.75% 1.37 CHF 1.38 CHF 50'000 50'000 49'492 49'492 67'481 CHF 67'976 CHF 99.06% 99.90%
10.05.2024 0.74% 1.32 CHF 1.33 CHF 50'000 50'000 49'497 49'497 67'743 CHF 68'238 CHF 99.97% 99.97%
08.05.2024 0.61% 1.66 CHF 1.67 CHF 50'000 50'000 49'472 49'472 83'149 CHF 83'644 CHF 98.74% 98.74%
07.05.2024 0.66% 1.64 CHF 1.65 CHF 50'000 50'000 49'414 49'414 76'704 CHF 77'199 CHF 99.32% 99.32%
06.05.2024 0.73% 1.45 CHF 1.46 CHF 50'000 50'000 49'495 49'495 68'990 CHF 69'486 CHF 99.67% 99.67%
03.05.2024 0.81% 1.16 CHF 1.17 CHF 50'000 50'000 48'891 48'891 62'300 CHF 62'790 CHF 96.96% 96.96%
02.05.2024 0.75% 1.36 CHF 1.37 CHF 50'000 50'000 49'496 49'496 67'519 CHF 68'014 CHF 99.74% 99.74%

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