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 0.61% 1.61 CHF 1.62 CHF 300'000 100'000 300'000 100'000 488'431 CHF 163'810 CHF 98.47% 98.47%
15.05.2024 0.64% 1.59 CHF 1.60 CHF 300'000 100'000 300'000 100'000 466'826 CHF 156'609 CHF 98.33% 98.33%
14.05.2024 0.65% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 459'109 CHF 154'036 CHF 99.36% 99.36%
13.05.2024 0.65% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 457'965 CHF 153'655 CHF 98.93% 98.93%
10.05.2024 0.65% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 461'703 CHF 154'901 CHF 99.38% 99.38%
08.05.2024 0.67% 1.51 CHF 1.52 CHF 300'000 100'000 300'000 100'000 448'645 CHF 150'548 CHF 99.37% 99.37%
07.05.2024 0.69% 1.47 CHF 1.48 CHF 300'000 100'000 300'000 100'000 430'304 CHF 144'435 CHF 94.65% 94.65%
06.05.2024 0.70% 1.43 CHF 1.44 CHF 300'000 100'000 300'000 100'000 427'127 CHF 143'376 CHF 99.36% 99.36%
03.05.2024 0.73% 1.39 CHF 1.40 CHF 300'000 100'000 300'000 100'000 407'055 CHF 136'685 CHF 99.35% 99.35%
02.05.2024 0.76% 1.32 CHF 1.33 CHF 300'000 100'000 300'000 100'000 392'568 CHF 131'856 CHF 99.37% 99.37%

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