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 0.99% 1.03 CHF 1.04 CHF 50'000 50'000 51'097 30'429 51'417 CHF 30'907 CHF 99.64% 99.64%
15.05.2024 0.93% 1.01 CHF 1.02 CHF 50'000 50'000 50'063 30'544 53'623 CHF 32'666 CHF 97.59% 97.59%
14.05.2024 1.00% 1.10 CHF 1.11 CHF 50'000 50'000 57'303 30'482 56'773 CHF 30'885 CHF 98.66% 98.66%
13.05.2024 1.06% 0.99 CHF 1.00 CHF 60'000 50'000 58'919 30'435 55'212 CHF 29'170 CHF 99.55% 99.55%
10.05.2024 1.01% 0.91 CHF 0.92 CHF 60'000 50'000 55'427 30'329 54'462 CHF 29'900 CHF 98.58% 98.58%
08.05.2024 0.97% 1.02 CHF 1.03 CHF 50'000 50'000 52'551 30'429 53'982 CHF 31'505 CHF 99.64% 99.64%
07.05.2024 0.86% 1.13 CHF 1.14 CHF 50'000 50'000 50'000 30'432 57'619 CHF 35'150 CHF 99.57% 99.57%
06.05.2024 0.84% 1.17 CHF 1.18 CHF 50'000 50'000 50'000 30'429 58'944 CHF 36'335 CHF 99.64% 99.64%
03.05.2024 0.88% 1.10 CHF 1.11 CHF 50'000 50'000 50'000 30'425 56'422 CHF 34'745 CHF 99.61% 99.61%
02.05.2024 0.85% 1.12 CHF 1.13 CHF 50'000 50'000 50'000 30'341 58'726 CHF 35'595 CHF 98.65% 98.65%

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