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
15.05.2024 0.57% 2.20 CHF 2.21 CHF 510'000 510'000 490'428 490'428 1'019'600 CHF 1'024'620 CHF 99.47% 99.47%
14.05.2024 0.53% 1.93 CHF 1.94 CHF 520'000 520'000 520'000 520'000 987'109 CHF 992'309 CHF 99.82% 99.82%
13.05.2024 0.51% 1.97 CHF 1.98 CHF 520'000 520'000 520'000 520'000 1'017'870 CHF 1'023'070 CHF 100.00% 100.00%
10.05.2024 0.48% 2.01 CHF 2.02 CHF 530'000 530'000 530'000 530'000 1'097'820 CHF 1'103'120 CHF 100.00% 100.00%
08.05.2024 0.64% 1.53 CHF 1.54 CHF 550'000 550'000 549'920 549'920 857'145 CHF 862'645 CHF 99.41% 99.41%
07.05.2024 0.82% 1.47 CHF 1.48 CHF 610'000 610'000 609'448 609'448 749'030 CHF 755'130 CHF 100.00% 100.00%
06.05.2024 1.07% 1.00 CHF 1.01 CHF 710'000 710'000 710'000 710'000 665'747 CHF 672'847 CHF 99.74% 99.74%
03.05.2024 1.33% 0.75 CHF 0.76 CHF 780'000 780'000 770'096 770'096 591'808 CHF 599'575 CHF 99.27% 99.27%
02.05.2024 1.36% 0.72 CHF 0.73 CHF 770'000 770'000 770'000 770'000 563'041 CHF 570'741 CHF 98.94% 98.94%
30.04.2024 1.10% 0.75 CHF 0.76 CHF 650'000 650'000 649'612 649'612 588'614 CHF 595'114 CHF 99.74% 99.74%

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