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 0.82% 1.19 CHF 1.20 CHF 40'000 40'000 39'946 39'946 48'414 CHF 48'814 CHF 99.74% 99.74%
15.05.2024 0.86% 1.19 CHF 1.20 CHF 40'000 40'000 39'928 39'928 46'664 CHF 47'064 CHF 99.56% 99.56%
14.05.2024 0.90% 1.13 CHF 1.14 CHF 40'000 40'000 39'977 39'977 44'222 CHF 44'622 CHF 99.69% 99.69%
13.05.2024 0.90% 1.10 CHF 1.11 CHF 40'000 40'000 39'999 39'999 44'440 CHF 44'840 CHF 99.72% 99.72%
10.05.2024 0.87% 1.14 CHF 1.15 CHF 40'000 40'000 40'000 40'000 45'534 CHF 45'934 CHF 100.00% 100.00%
08.05.2024 0.90% 1.10 CHF 1.11 CHF 40'000 40'000 40'000 40'000 44'244 CHF 44'644 CHF 99.08% 99.08%
07.05.2024 0.92% 1.11 CHF 1.12 CHF 40'000 40'000 39'925 39'925 43'459 CHF 43'859 CHF 99.89% 99.89%
06.05.2024 0.96% 1.05 CHF 1.06 CHF 40'000 40'000 40'000 40'000 41'477 CHF 41'877 CHF 100.00% 100.00%
03.05.2024 0.99% 1.02 CHF 1.03 CHF 40'000 40'000 40'000 40'000 40'402 CHF 40'802 CHF 99.95% 99.95%
02.05.2024 1.02% 0.96 CHF 0.97 CHF 40'000 40'000 40'000 40'000 39'000 CHF 39'400 CHF 100.00% 100.00%

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