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 0.87% 1.16 CHF 1.17 CHF 200'000 200'000 200'000 200'000 229'999 CHF 231'999 CHF 99.53% 99.53%
15.05.2024 0.94% 1.09 CHF 1.10 CHF 200'000 200'000 200'000 200'000 212'966 CHF 214'966 CHF 98.89% 98.89%
14.05.2024 0.91% 1.08 CHF 1.09 CHF 100'000 100'000 100'000 100'000 109'683 CHF 110'683 CHF 99.49% 99.49%
13.05.2024 0.85% 1.15 CHF 1.16 CHF 100'000 100'000 100'000 100'000 117'634 CHF 118'634 CHF 99.52% 99.52%
10.05.2024 0.86% 1.15 CHF 1.16 CHF 100'000 100'000 100'000 100'000 116'302 CHF 117'302 CHF 97.19% 97.19%
08.05.2024 0.82% 1.25 CHF 1.26 CHF 200'000 200'000 200'000 200'000 244'394 CHF 246'394 CHF 99.53% 99.53%
07.05.2024 0.84% 1.16 CHF 1.17 CHF 100'000 100'000 100'000 100'000 118'730 CHF 119'730 CHF 97.83% 97.83%
06.05.2024 0.82% 1.23 CHF 1.24 CHF 100'000 100'000 100'000 100'000 121'935 CHF 122'935 CHF 99.18% 99.18%
03.05.2024 1.55% 1.28 CHF 1.30 CHF 100'000 100'000 100'000 100'000 128'319 CHF 130'319 CHF 99.48% 99.48%
02.05.2024 1.51% 1.32 CHF 1.34 CHF 100'000 100'000 100'000 100'000 131'425 CHF 133'425 CHF 99.49% 99.49%

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