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 0.57% 1.73 CHF 1.74 CHF 150'000 50'000 150'000 50'000 261'664 CHF 87'721 CHF 98.49% 98.49%
15.05.2024 0.57% 1.74 CHF 1.75 CHF 150'000 50'000 150'000 50'000 260'377 CHF 87'292 CHF 98.31% 98.31%
14.05.2024 0.57% 1.70 CHF 1.71 CHF 150'000 50'000 150'000 50'000 263'209 CHF 88'237 CHF 99.36% 99.36%
13.05.2024 0.55% 1.74 CHF 1.75 CHF 150'000 50'000 150'000 50'000 270'325 CHF 90'608 CHF 98.93% 98.93%
10.05.2024 0.54% 1.83 CHF 1.84 CHF 150'000 50'000 150'000 50'000 278'718 CHF 93'406 CHF 99.23% 99.23%
08.05.2024 0.51% 1.87 CHF 1.88 CHF 150'000 50'000 150'000 50'000 296'199 CHF 99'233 CHF 98.60% 98.60%
07.05.2024 0.43% 2.30 CHF 2.31 CHF 150'000 50'000 150'000 50'000 351'689 CHF 117'730 CHF 94.69% 94.69%
06.05.2024 0.41% 2.40 CHF 2.41 CHF 150'000 50'000 150'000 50'000 363'103 CHF 121'534 CHF 99.37% 99.37%
03.05.2024 0.44% 2.31 CHF 2.32 CHF 150'000 50'000 150'000 50'000 338'959 CHF 113'486 CHF 99.27% 99.27%
02.05.2024 0.44% 2.26 CHF 2.27 CHF 150'000 50'000 150'000 50'000 338'897 CHF 113'466 CHF 99.36% 99.36%

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