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 0.84% 1.17 CHF 1.18 CHF 500'000 100'000 500'000 100'000 592'433 CHF 119'487 CHF 99.27% 99.27%
15.05.2024 0.86% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 576'896 CHF 116'379 CHF 99.07% 99.07%
14.05.2024 0.87% 1.14 CHF 1.15 CHF 500'000 100'000 500'000 100'000 575'151 CHF 116'030 CHF 99.27% 99.27%
13.05.2024 0.86% 1.16 CHF 1.17 CHF 500'000 100'000 500'000 100'000 580'947 CHF 117'189 CHF 98.47% 98.47%
10.05.2024 0.84% 1.18 CHF 1.19 CHF 500'000 100'000 500'000 100'000 590'186 CHF 119'037 CHF 99.27% 99.27%
08.05.2024 0.82% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 606'866 CHF 122'373 CHF 99.27% 99.27%
07.05.2024 0.82% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 607'526 CHF 122'505 CHF 99.27% 99.27%
06.05.2024 0.81% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 613'117 CHF 123'623 CHF 99.27% 99.27%
03.05.2024 0.80% 1.24 CHF 1.25 CHF 500'000 100'000 500'000 100'000 623'382 CHF 125'676 CHF 99.17% 99.17%
02.05.2024 0.79% 1.27 CHF 1.28 CHF 500'000 100'000 500'000 100'000 632'618 CHF 127'524 CHF 99.27% 99.27%

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