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
29.05.2024 0.88% 1.20 CHF 1.25 CHF 9'300 9'300 60'267 60'267 76'724 CHF 77'338 CHF 98.24% 98.24%
28.05.2024 1.15% 1.19 CHF 1.23 CHF 9'700 9'700 62'400 62'400 73'364 CHF 73'997 CHF 98.68% 98.68%
27.05.2024 1.44% 1.08 CHF 1.30 CHF 1'050 1'050 67'590 67'590 76'960 CHF 77'644 CHF 98.63% 98.63%
24.05.2024 1.41% 0.98 CHF 1.20 CHF 1'110 1'110 72'548 72'548 76'948 CHF 77'679 CHF 98.25% 98.25%
23.05.2024 1.71% 0.88 CHF 1.12 CHF 960 960 61'828 61'828 61'588 CHF 62'213 CHF 98.55% 98.55%
22.05.2024 1.41% 1.05 CHF 1.28 CHF 1'030 1'030 65'988 65'988 80'282 CHF 80'949 CHF 98.95% 98.95%
21.05.2024 1.48% 0.99 CHF 1.26 CHF 790 790 50'968 50'968 63'872 CHF 64'388 CHF 98.28% 98.28%
17.05.2024 1.27% 1.31 CHF 1.56 CHF 890 890 57'028 57'028 77'603 CHF 78'180 CHF 98.22% 98.22%
16.05.2024 1.24% 1.21 CHF 1.45 CHF 930 930 59'703 59'703 77'450 CHF 78'053 CHF 98.45% 98.45%
15.05.2024 1.41% 1.12 CHF 1.37 CHF 840 840 54'598 54'598 67'682 CHF 68'236 CHF 98.97% 98.97%

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