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 0.41% 2.50 CHF 2.51 CHF 240'000 240'000 105'943 105'943 266'876 CHF 267'943 CHF 97.37% 97.37%
15.05.2024 0.42% 2.48 CHF 2.49 CHF 240'000 240'000 107'197 107'197 265'408 CHF 266'486 CHF 99.63% 99.63%
14.05.2024 0.42% 2.47 CHF 2.48 CHF 230'000 230'000 105'316 105'316 255'561 CHF 256'619 CHF 97.48% 97.48%
13.05.2024 0.41% 2.43 CHF 2.44 CHF 240'000 240'000 105'995 105'995 261'636 CHF 262'701 CHF 99.44% 99.44%
10.05.2024 0.41% 2.47 CHF 2.48 CHF 230'000 230'000 104'603 104'603 262'586 CHF 263'636 CHF 99.39% 99.39%
08.05.2024 0.42% 2.51 CHF 2.52 CHF 230'000 230'000 103'461 103'461 255'137 CHF 256'177 CHF 98.81% 98.81%
07.05.2024 0.43% 2.44 CHF 2.45 CHF 240'000 240'000 106'238 106'238 255'998 CHF 257'067 CHF 99.18% 99.18%
06.05.2024 0.45% 2.35 CHF 2.36 CHF 240'000 240'000 106'483 106'483 247'529 CHF 248'601 CHF 99.23% 99.23%
03.05.2024 0.46% 2.28 CHF 2.29 CHF 260'000 260'000 117'722 117'722 263'223 CHF 264'404 CHF 98.84% 98.84%
02.05.2024 0.46% 2.19 CHF 2.20 CHF 260'000 260'000 118'844 118'844 260'939 CHF 262'131 CHF 99.06% 99.06%

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