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
18.04.2024 0.92% 1.08 CHF 1.09 CHF 100'000 100'000 99'610 99'610 107'860 CHF 108'858 CHF 99.24% 99.24%
17.04.2024 0.92% 1.09 CHF 1.10 CHF 100'000 100'000 100'000 100'000 108'441 CHF 109'441 CHF 93.73% 93.73%
16.04.2024 0.93% 1.10 CHF 1.11 CHF 100'000 100'000 98'449 98'449 107'619 CHF 108'614 CHF 97.41% 97.41%
15.04.2024 0.87% 1.16 CHF 1.17 CHF 100'000 100'000 100'000 100'000 114'570 CHF 115'570 CHF 96.85% 96.85%
12.04.2024 0.86% 1.14 CHF 1.15 CHF 100'000 100'000 100'000 100'000 115'133 CHF 116'133 CHF 99.27% 99.27%
11.04.2024 0.89% 1.11 CHF 1.12 CHF 100'000 100'000 99'102 99'102 111'652 CHF 112'648 CHF 97.29% 97.29%
10.04.2024 0.90% 1.13 CHF 1.14 CHF 100'000 100'000 99'126 99'126 110'280 CHF 111'272 CHF 98.16% 98.16%
09.04.2024 0.87% 1.14 CHF 1.15 CHF 100'000 100'000 100'000 100'000 113'927 CHF 114'927 CHF 100.00% 100.00%
08.04.2024 0.86% 1.16 CHF 1.17 CHF 100'000 100'000 100'000 100'000 116'066 CHF 117'066 CHF 96.10% 96.10%
05.04.2024 0.87% 1.14 CHF 1.15 CHF 100'000 100'000 99'482 99'482 114'200 CHF 115'196 CHF 98.85% 98.85%

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