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
15.05.2024 0.74% 1.68 CHF 1.69 CHF 620'000 620'000 595'766 595'766 950'342 CHF 956'441 CHF 99.55% 99.55%
14.05.2024 0.69% 1.48 CHF 1.49 CHF 620'000 620'000 620'000 620'000 899'419 CHF 905'619 CHF 99.83% 99.83%
13.05.2024 0.67% 1.51 CHF 1.52 CHF 620'000 620'000 620'000 620'000 929'091 CHF 935'291 CHF 100.00% 100.00%
10.05.2024 0.63% 1.55 CHF 1.56 CHF 640'000 640'000 640'000 640'000 1'019'920 CHF 1'026'320 CHF 100.00% 100.00%
08.05.2024 0.86% 1.13 CHF 1.14 CHF 720'000 720'000 719'885 719'885 834'342 CHF 841'542 CHF 99.44% 99.44%
07.05.2024 1.10% 1.10 CHF 1.11 CHF 890'000 890'000 889'171 889'171 810'607 CHF 819'507 CHF 100.00% 100.00%
06.05.2024 1.44% 0.73 CHF 0.74 CHF 1'000'000 1'000'000 1'000'000 1'000'000 692'670 CHF 702'670 CHF 99.74% 99.74%
03.05.2024 1.77% 0.56 CHF 0.57 CHF 1'000'000 1'000'000 987'517 987'517 570'595 CHF 580'553 CHF 99.27% 99.27%
02.05.2024 1.78% 0.55 CHF 0.56 CHF 1'000'000 1'000'000 1'000'000 1'000'000 557'051 CHF 567'051 CHF 98.92% 98.92%
30.04.2024 1.47% 0.57 CHF 0.58 CHF 910'000 910'000 909'478 909'478 617'184 CHF 626'284 CHF 99.72% 99.72%

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