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 0.83% 1.20 CHF 1.21 CHF 250'000 100'000 250'000 100'000 300'364 CHF 121'146 CHF 98.26% 98.26%
14.05.2024 0.83% 1.22 CHF 1.23 CHF 250'000 100'000 250'000 100'000 298'709 CHF 120'484 CHF 99.37% 99.37%
13.05.2024 0.84% 1.20 CHF 1.21 CHF 250'000 100'000 250'000 100'000 294'761 CHF 118'905 CHF 98.85% 98.85%
10.05.2024 0.86% 1.17 CHF 1.18 CHF 250'000 100'000 250'000 100'000 290'258 CHF 117'103 CHF 99.22% 99.22%
08.05.2024 0.89% 1.16 CHF 1.17 CHF 250'000 100'000 250'000 100'000 280'911 CHF 113'364 CHF 99.35% 99.35%
07.05.2024 0.99% 1.01 CHF 1.02 CHF 250'000 100'000 250'000 100'000 250'541 CHF 101'217 CHF 97.84% 97.84%
06.05.2024 1.02% 0.99 CHF 1.00 CHF 250'000 100'000 250'000 100'000 244'462 CHF 98'785 CHF 99.38% 99.38%
03.05.2024 0.96% 1.02 CHF 1.03 CHF 250'000 100'000 250'000 100'000 258'600 CHF 104'440 CHF 99.28% 99.28%
02.05.2024 0.96% 1.04 CHF 1.05 CHF 250'000 100'000 250'000 100'000 258'980 CHF 104'592 CHF 98.75% 98.75%
30.04.2024 1.01% 1.02 CHF 1.03 CHF 250'000 100'000 250'000 100'000 245'663 CHF 99'265 CHF 99.37% 99.37%

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