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 1.00% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 448'237 CHF 150'912 CHF 99.10% 99.10%
15.05.2024 0.94% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 474'038 CHF 159'513 CHF 99.15% 99.15%
14.05.2024 0.98% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 455'170 CHF 153'223 CHF 99.14% 99.14%
13.05.2024 0.99% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 453'329 CHF 152'610 CHF 95.18% 95.18%
10.05.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 456'334 CHF 153'611 CHF 99.13% 99.13%
08.05.2024 0.96% 1.03 CHF 1.04 CHF 600'000 200'000 600'000 200'000 620'678 CHF 208'893 CHF 99.19% 99.19%
07.05.2024 0.97% 1.04 CHF 1.05 CHF 600'000 200'000 600'000 200'000 614'914 CHF 206'971 CHF 99.12% 99.12%
06.05.2024 1.09% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 549'489 CHF 185'163 CHF 99.17% 99.17%
03.05.2024 1.15% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 521'111 CHF 175'704 CHF 99.09% 99.09%
02.05.2024 1.17% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 381'541 CHF 128'680 CHF 99.15% 99.15%

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