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 0.75% 1.32 CHF 1.33 CHF 450'000 150'000 450'000 150'000 595'566 CHF 200'022 CHF 99.17% 99.17%
16.05.2024 0.75% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 600'672 CHF 201'724 CHF 99.36% 99.36%
15.05.2024 0.75% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 594'968 CHF 199'823 CHF 99.13% 99.13%
14.05.2024 0.77% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 579'458 CHF 194'653 CHF 99.36% 99.36%
13.05.2024 0.77% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 584'495 CHF 196'332 CHF 98.91% 98.91%
10.05.2024 0.80% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 563'844 CHF 189'448 CHF 99.38% 99.38%
08.05.2024 0.85% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 528'322 CHF 177'607 CHF 99.37% 99.37%
07.05.2024 0.82% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 549'686 CHF 184'729 CHF 99.37% 99.37%
06.05.2024 0.86% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 523'076 CHF 175'859 CHF 99.36% 99.36%
03.05.2024 0.87% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 517'729 CHF 174'076 CHF 99.17% 99.17%

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