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 0.54% 551.00 CHF 554.00 CHF 5'000 1'500 5'000 1'500 2'758'640 CHF 832'091 CHF 99.37% 99.37%
15.05.2024 0.48% 551.00 CHF 554.00 CHF 5'000 1'500 5'000 1'500 2'730'660 CHF 823'168 CHF 98.35% 98.35%
14.05.2024 0.47% 540.50 CHF 543.00 CHF 5'000 1'500 5'000 1'500 2'676'940 CHF 806'833 CHF 99.37% 99.37%
13.05.2024 0.46% 534.50 CHF 537.00 CHF 5'000 1'500 5'000 1'500 2'687'060 CHF 809'867 CHF 98.94% 98.94%
10.05.2024 0.46% 536.50 CHF 539.00 CHF 5'000 1'500 5'000 1'500 2'690'510 CHF 810'904 CHF 99.37% 99.37%
08.05.2024 0.46% 536.00 CHF 538.50 CHF 5'000 1'500 5'000 1'500 2'683'670 CHF 808'850 CHF 99.36% 99.36%
07.05.2024 0.47% 531.50 CHF 534.00 CHF 5'000 1'500 5'000 1'500 2'650'900 CHF 799'020 CHF 94.69% 94.69%
06.05.2024 0.50% 503.50 CHF 506.00 CHF 5'000 1'500 5'000 1'500 2'508'500 CHF 756'302 CHF 99.37% 99.37%
03.05.2024 0.51% 496.00 CHF 498.50 CHF 5'000 1'500 3'051 1'500 1'504'310 CHF 740'494 CHF 99.34% 99.34%
02.05.2024 0.52% 480.50 CHF 483.00 CHF 1'500 1'500 1'500 1'500 722'532 CHF 726'282 CHF 99.38% 99.38%

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