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 - 0.93 CHF 0.85 CHF 300'000 100'000 0 0 0 CHF 0 CHF 0.00% 98.90%
15.05.2024 1.25% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 238'629 CHF 80'543 CHF 99.30% 99.30%
14.05.2024 1.34% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 221'900 CHF 74'967 CHF 99.12% 99.12%
13.05.2024 1.58% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 188'154 CHF 63'718 CHF 98.93% 98.93%
10.05.2024 1.33% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 223'766 CHF 75'589 CHF 99.22% 99.22%
08.05.2024 1.25% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 237'752 CHF 80'251 CHF 99.51% 99.51%
07.05.2024 1.34% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 223'104 CHF 75'368 CHF 99.44% 99.44%
06.05.2024 1.41% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 210'598 CHF 71'199 CHF 99.45% 99.45%
03.05.2024 1.45% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 206'490 CHF 69'830 CHF 99.24% 99.24%
02.05.2024 1.54% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 193'861 CHF 65'621 CHF 98.94% 98.94%

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