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 1.03% 0.97 CHF 0.98 CHF 750'000 250'000 750'000 250'000 727'028 CHF 244'843 CHF 99.36% 99.36%
15.05.2024 1.07% 0.98 CHF 0.99 CHF 750'000 250'000 750'000 250'000 698'208 CHF 235'236 CHF 94.90% 94.90%
14.05.2024 1.08% 0.92 CHF 0.93 CHF 750'000 250'000 750'000 250'000 688'046 CHF 231'849 CHF 99.36% 99.36%
13.05.2024 1.04% 0.96 CHF 0.97 CHF 750'000 250'000 749'988 250'000 719'123 CHF 242'211 CHF 98.74% 98.74%
10.05.2024 1.07% 0.92 CHF 0.93 CHF 750'000 250'000 750'000 249'989 700'784 CHF 236'084 CHF 99.35% 99.35%
08.05.2024 1.05% 0.93 CHF 0.94 CHF 750'000 250'000 750'000 250'000 710'832 CHF 239'444 CHF 99.38% 99.38%
07.05.2024 1.14% 0.93 CHF 0.94 CHF 750'000 250'000 750'000 250'000 653'631 CHF 220'377 CHF 98.14% 98.14%
06.05.2024 1.17% 0.85 CHF 0.86 CHF 750'000 250'000 750'000 250'000 639'436 CHF 215'645 CHF 99.38% 99.38%
03.05.2024 1.16% 0.85 CHF 0.86 CHF 750'000 250'000 750'000 250'000 640'449 CHF 215'983 CHF 99.33% 99.33%
02.05.2024 1.20% 0.83 CHF 0.84 CHF 750'000 250'000 750'000 250'000 621'714 CHF 209'738 CHF 99.34% 99.34%

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