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
28.05.2024 1.03% 0.98 CHF 0.99 CHF 500'000 100'000 500'000 100'000 483'288 CHF 97'658 CHF 99.27% 99.27%
27.05.2024 1.04% 0.96 CHF 0.97 CHF 500'000 100'000 500'000 100'000 477'171 CHF 96'434 CHF 99.27% 99.27%
24.05.2024 1.03% 0.94 CHF 0.95 CHF 500'000 100'000 500'000 100'000 482'829 CHF 97'566 CHF 99.27% 99.27%
23.05.2024 1.04% 0.95 CHF 0.96 CHF 500'000 100'000 500'000 100'000 479'433 CHF 96'887 CHF 99.26% 99.26%
22.05.2024 0.99% 0.99 CHF 1.00 CHF 500'000 100'000 500'000 100'000 505'144 CHF 102'029 CHF 99.27% 99.27%
21.05.2024 0.94% 1.05 CHF 1.06 CHF 500'000 100'000 500'000 100'000 529'534 CHF 106'907 CHF 98.97% 98.97%
17.05.2024 0.92% 1.09 CHF 1.10 CHF 500'000 100'000 500'000 100'000 538'418 CHF 108'684 CHF 99.09% 99.09%
16.05.2024 0.89% 1.11 CHF 1.12 CHF 500'000 100'000 500'000 100'000 561'599 CHF 113'320 CHF 99.27% 99.27%
15.05.2024 0.88% 1.13 CHF 1.14 CHF 500'000 100'000 500'000 100'000 564'166 CHF 113'833 CHF 99.07% 99.07%
14.05.2024 0.86% 1.13 CHF 1.14 CHF 500'000 100'000 500'000 100'000 580'001 CHF 117'000 CHF 99.27% 99.27%

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