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 1.01% 0.96 CHF 0.97 CHF 750'000 250'000 750'000 250'000 739'386 CHF 248'962 CHF 98.47% 98.47%
15.05.2024 1.01% 1.00 CHF 1.01 CHF 750'000 250'000 749'968 249'989 738'702 CHF 248'734 CHF 98.33% 98.33%
14.05.2024 1.10% 0.94 CHF 0.95 CHF 750'000 250'000 750'000 250'000 681'048 CHF 229'516 CHF 99.35% 99.35%
13.05.2024 1.07% 0.93 CHF 0.94 CHF 750'000 250'000 750'000 250'000 694'626 CHF 234'042 CHF 98.93% 98.93%
10.05.2024 1.05% 0.94 CHF 0.95 CHF 750'000 250'000 750'000 250'000 710'227 CHF 239'242 CHF 99.37% 99.37%
08.05.2024 1.10% 0.90 CHF 0.91 CHF 750'000 250'000 750'000 250'000 676'542 CHF 228'014 CHF 99.36% 99.36%
07.05.2024 1.16% 0.87 CHF 0.88 CHF 750'000 250'000 750'000 250'000 640'431 CHF 215'977 CHF 94.63% 94.63%
06.05.2024 1.21% 0.82 CHF 0.83 CHF 750'000 250'000 750'000 250'000 616'219 CHF 207'906 CHF 99.37% 99.37%
03.05.2024 1.27% 0.82 CHF 0.83 CHF 750'000 250'000 750'000 250'000 588'548 CHF 198'683 CHF 99.35% 99.35%
02.05.2024 1.35% 0.73 CHF 0.74 CHF 750'000 250'000 750'000 250'000 551'231 CHF 186'244 CHF 99.36% 99.36%

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