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 0.83% 1.19 CHF 1.20 CHF 200'000 200'000 200'000 200'000 238'723 CHF 240'723 CHF 96.81% 96.81%
16.05.2024 0.87% 1.15 CHF 1.16 CHF 200'000 200'000 200'000 200'000 229'982 CHF 231'982 CHF 97.80% 97.80%
15.05.2024 0.75% 1.23 CHF 1.24 CHF 200'000 200'000 200'000 200'000 264'583 CHF 266'583 CHF 97.45% 97.45%
14.05.2024 0.70% 1.39 CHF 1.40 CHF 200'000 200'000 200'000 200'000 285'142 CHF 287'142 CHF 97.23% 97.23%
13.05.2024 0.70% 1.43 CHF 1.44 CHF 200'000 200'000 200'000 200'000 283'297 CHF 285'297 CHF 99.00% 99.00%
10.05.2024 0.69% 1.47 CHF 1.48 CHF 200'000 200'000 200'000 200'000 288'941 CHF 290'941 CHF 99.59% 99.59%
08.05.2024 0.64% 1.54 CHF 1.55 CHF 200'000 200'000 200'000 200'000 310'724 CHF 312'724 CHF 99.51% 99.51%
07.05.2024 0.64% 1.51 CHF 1.52 CHF 200'000 200'000 200'000 200'000 312'253 CHF 314'253 CHF 99.59% 99.59%
06.05.2024 0.60% 1.63 CHF 1.64 CHF 200'000 200'000 160'444 160'444 265'599 CHF 267'203 CHF 99.56% 99.56%
03.05.2024 0.54% 1.77 CHF 1.78 CHF 150'000 150'000 150'000 150'000 277'960 CHF 279'460 CHF 99.36% 99.36%

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