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 0.62% 1.57 CHF 1.58 CHF 500'000 150'000 500'000 150'000 801'439 CHF 241'932 CHF 98.49% 98.49%
15.05.2024 0.60% 1.68 CHF 1.69 CHF 500'000 150'000 500'000 150'000 832'494 CHF 251'248 CHF 98.32% 98.32%
14.05.2024 0.61% 1.69 CHF 1.70 CHF 500'000 150'000 500'000 150'000 818'206 CHF 246'962 CHF 99.36% 99.36%
13.05.2024 0.62% 1.61 CHF 1.62 CHF 500'000 150'000 500'000 150'000 799'892 CHF 241'468 CHF 98.93% 98.93%
10.05.2024 0.66% 1.56 CHF 1.57 CHF 500'000 150'000 500'000 150'000 752'362 CHF 227'209 CHF 99.38% 99.38%
08.05.2024 0.72% 1.38 CHF 1.39 CHF 500'000 150'000 500'000 150'000 689'917 CHF 208'475 CHF 99.36% 99.36%
07.05.2024 0.80% 1.31 CHF 1.32 CHF 500'000 150'000 500'000 150'000 623'734 CHF 188'620 CHF 94.65% 94.65%
06.05.2024 0.85% 1.13 CHF 1.14 CHF 500'000 150'000 500'000 150'000 588'462 CHF 178'039 CHF 99.36% 99.36%
03.05.2024 0.84% 1.12 CHF 1.13 CHF 500'000 150'000 500'000 150'000 589'746 CHF 178'424 CHF 99.34% 99.34%
02.05.2024 0.81% 1.21 CHF 1.22 CHF 500'000 150'000 500'000 150'000 614'603 CHF 185'881 CHF 99.36% 99.36%

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