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 0.46% 2.15 CHF 2.16 CHF 200'000 200'000 200'000 200'000 433'508 CHF 435'508 CHF 99.26% 99.26%
15.05.2024 0.51% 2.07 CHF 2.08 CHF 200'000 200'000 200'000 200'000 389'132 CHF 391'132 CHF 98.82% 98.82%
14.05.2024 0.57% 1.84 CHF 1.85 CHF 200'000 200'000 200'000 200'000 353'098 CHF 355'098 CHF 99.40% 99.40%
13.05.2024 0.56% 1.77 CHF 1.78 CHF 200'000 200'000 200'000 200'000 353'605 CHF 355'605 CHF 98.92% 98.92%
10.05.2024 0.59% 1.72 CHF 1.73 CHF 200'000 200'000 200'000 200'000 336'013 CHF 338'013 CHF 100.00% 100.00%
08.05.2024 0.72% 1.41 CHF 1.42 CHF 200'000 200'000 200'000 200'000 275'905 CHF 277'905 CHF 99.67% 99.67%
07.05.2024 0.86% 1.28 CHF 1.29 CHF 200'000 200'000 200'000 200'000 232'586 CHF 234'586 CHF 96.81% 96.81%
06.05.2024 1.08% 0.89 CHF 0.90 CHF 200'000 200'000 200'000 200'000 183'764 CHF 185'764 CHF 99.85% 99.85%
03.05.2024 1.31% 0.77 CHF 0.78 CHF 200'000 200'000 200'000 200'000 152'384 CHF 154'384 CHF 96.41% 96.41%
02.05.2024 1.37% 0.64 CHF 0.65 CHF 200'000 200'000 200'000 200'000 145'322 CHF 147'322 CHF 99.05% 99.05%

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