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 0.75% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 594'689 CHF 199'730 CHF 98.85% 98.85%
15.05.2024 0.74% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 606'827 CHF 203'776 CHF 99.17% 99.17%
14.05.2024 0.75% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 597'269 CHF 200'590 CHF 99.37% 99.37%
13.05.2024 0.81% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 554'965 CHF 186'488 CHF 98.19% 98.19%
10.05.2024 0.84% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 530'806 CHF 178'435 CHF 98.99% 98.99%
08.05.2024 0.91% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 490'554 CHF 165'018 CHF 98.74% 98.74%
07.05.2024 0.93% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 479'165 CHF 161'222 CHF 99.37% 99.37%
06.05.2024 0.98% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 458'539 CHF 154'346 CHF 99.37% 99.37%
03.05.2024 0.89% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 508'740 CHF 171'080 CHF 99.10% 99.10%
02.05.2024 0.85% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 529'025 CHF 177'842 CHF 99.07% 99.07%

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