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
25.04.2024 0.94% 1.09 CHF 1.10 CHF 100'000 100'000 99'060 99'060 106'119 CHF 107'111 CHF 99.73% 99.73%
24.04.2024 0.99% 1.04 CHF 1.05 CHF 100'000 100'000 99'062 99'062 100'228 CHF 101'220 CHF 100.00% 100.00%
23.04.2024 1.02% 0.98 CHF 0.99 CHF 100'000 100'000 99'060 99'060 97'899 CHF 98'891 CHF 99.78% 99.78%
22.04.2024 1.00% 1.01 CHF 1.02 CHF 100'000 100'000 98'829 98'829 100'000 CHF 100'989 CHF 98.98% 98.98%
19.04.2024 0.94% 1.03 CHF 1.04 CHF 100'000 100'000 99'060 99'060 106'388 CHF 107'380 CHF 100.00% 100.00%
18.04.2024 0.93% 1.08 CHF 1.09 CHF 100'000 100'000 99'062 99'062 107'452 CHF 108'443 CHF 100.00% 100.00%
17.04.2024 1.01% 1.07 CHF 1.08 CHF 100'000 100'000 97'627 97'627 97'777 CHF 98'756 CHF 97.91% 97.91%
16.04.2024 0.98% 1.05 CHF 1.06 CHF 100'000 100'000 98'051 98'051 102'059 CHF 103'042 CHF 99.67% 99.67%
15.04.2024 1.03% 0.99 CHF 1.00 CHF 100'000 100'000 98'045 98'045 96'853 CHF 97'836 CHF 100.00% 100.00%
12.04.2024 1.01% 1.01 CHF 1.02 CHF 100'000 100'000 82'121 82'121 82'167 CHF 82'990 CHF 99.01% 99.01%

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