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 0.77% 1.32 CHF 1.33 CHF 50'000 50'000 49'998 50'000 64'519 CHF 65'022 CHF 99.76% 99.76%
15.05.2024 0.70% 1.48 CHF 1.49 CHF 50'000 50'000 50'000 50'000 71'260 CHF 71'760 CHF 100.00% 100.00%
14.05.2024 0.72% 1.39 CHF 1.40 CHF 50'000 50'000 49'983 50'000 69'326 CHF 69'849 CHF 85.82% 85.82%
13.05.2024 0.90% 1.16 CHF 1.17 CHF 50'000 50'000 50'000 50'000 55'118 CHF 55'618 CHF 87.41% 87.41%
10.05.2024 0.98% 1.06 CHF 1.07 CHF 50'000 50'000 57'728 57'724 58'524 CHF 59'098 CHF 61.39% 61.39%
08.05.2024 0.96% 1.00 CHF 1.01 CHF 50'000 50'000 50'000 50'000 51'794 CHF 52'294 CHF 72.99% 72.99%
07.05.2024 0.89% 1.14 CHF 1.15 CHF 50'000 50'000 50'000 50'000 55'704 CHF 56'204 CHF 62.53% 62.53%
06.05.2024 0.95% 1.02 CHF 1.03 CHF 50'000 50'000 50'000 50'000 52'668 CHF 53'168 CHF 64.22% 64.22%
03.05.2024 0.92% 1.07 CHF 1.08 CHF 50'000 50'000 50'000 50'000 54'400 CHF 54'900 CHF 65.25% 65.25%
02.05.2024 0.97% 1.00 CHF 1.01 CHF 50'000 50'000 52'216 52'214 53'306 CHF 53'827 CHF 71.62% 71.62%

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