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 0.92% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 487'586 CHF 164'029 CHF 99.27% 99.27%
15.05.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 459'324 CHF 154'608 CHF 99.08% 99.08%
14.05.2024 1.14% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 394'703 CHF 133'068 CHF 99.27% 99.27%
13.05.2024 1.08% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 414'940 CHF 139'813 CHF 98.81% 98.81%
10.05.2024 1.08% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 415'479 CHF 139'993 CHF 99.27% 99.27%
08.05.2024 1.23% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 363'914 CHF 122'804 CHF 99.27% 99.27%
07.05.2024 1.25% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 358'224 CHF 120'908 CHF 97.15% 97.15%
06.05.2024 1.45% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 309'263 CHF 104'588 CHF 99.27% 99.27%
03.05.2024 1.76% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 253'767 CHF 86'089 CHF 99.14% 99.14%
02.05.2024 1.93% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 231'831 CHF 78'777 CHF 99.18% 99.18%

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