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
17.05.2024 0.95% 1.04 CHF 1.05 CHF 900'000 150'000 900'000 150'000 944'661 CHF 158'944 CHF 99.06% 99.06%
16.05.2024 1.07% 1.00 CHF 1.01 CHF 900'000 150'000 900'000 150'000 839'289 CHF 141'382 CHF 99.27% 99.27%
15.05.2024 1.26% 0.79 CHF 0.80 CHF 900'000 150'000 900'000 150'000 711'330 CHF 120'055 CHF 99.08% 99.08%
14.05.2024 1.33% 0.78 CHF 0.79 CHF 900'000 150'000 900'000 150'000 671'760 CHF 113'460 CHF 99.27% 99.27%
13.05.2024 1.22% 0.80 CHF 0.81 CHF 900'000 150'000 900'000 150'000 736'110 CHF 124'185 CHF 98.81% 98.81%
10.05.2024 1.19% 0.84 CHF 0.85 CHF 900'000 150'000 900'000 150'000 749'613 CHF 126'435 CHF 99.27% 99.27%
08.05.2024 1.24% 0.82 CHF 0.83 CHF 900'000 150'000 900'000 150'000 719'376 CHF 121'396 CHF 99.27% 99.27%
07.05.2024 1.34% 0.77 CHF 0.78 CHF 900'000 150'000 900'000 150'000 667'922 CHF 112'820 CHF 99.27% 99.27%
06.05.2024 1.47% 0.69 CHF 0.70 CHF 900'000 150'000 900'000 150'000 606'326 CHF 102'554 CHF 99.27% 99.27%
03.05.2024 1.60% 0.60 CHF 0.61 CHF 1'000'000 150'000 925'977 150'000 575'196 CHF 94'768 CHF 99.15% 99.15%

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