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
29.05.2024 0.83% 1.13 CHF 1.14 CHF 840'000 840'000 839'728 839'728 1'014'130 CHF 1'022'530 CHF 99.55% 99.55%
28.05.2024 0.68% 1.37 CHF 1.38 CHF 810'000 810'000 810'000 810'000 1'193'320 CHF 1'201'420 CHF 99.83% 99.83%
27.05.2024 0.70% 1.47 CHF 1.48 CHF 840'000 840'000 839'406 839'406 1'198'900 CHF 1'207'300 CHF 97.92% 97.92%
24.05.2024 0.84% 1.40 CHF 1.41 CHF 830'000 830'000 818'516 818'516 1'063'910 CHF 1'072'170 CHF 99.65% 99.65%
23.05.2024 0.70% 1.39 CHF 1.40 CHF 830'000 830'000 830'000 830'000 1'182'550 CHF 1'190'850 CHF 98.65% 98.65%
22.05.2024 0.71% 1.42 CHF 1.43 CHF 820'000 820'000 820'000 820'000 1'147'880 CHF 1'156'080 CHF 100.00% 100.00%
21.05.2024 0.70% 1.46 CHF 1.47 CHF 800'000 800'000 799'088 799'088 1'138'050 CHF 1'146'050 CHF 100.00% 100.00%
17.05.2024 0.69% 1.49 CHF 1.50 CHF 820'000 820'000 820'000 820'000 1'181'450 CHF 1'189'650 CHF 100.00% 100.00%
16.05.2024 0.61% 1.50 CHF 1.51 CHF 760'000 760'000 758'968 758'968 1'237'000 CHF 1'244'600 CHF 100.00% 100.00%
15.05.2024 0.70% 1.76 CHF 1.77 CHF 810'000 810'000 778'431 778'431 1'312'830 CHF 1'320'800 CHF 99.53% 99.53%

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