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 0.89% 1.11 CHF 1.12 CHF 500'000 100'000 500'000 100'000 561'599 CHF 113'320 CHF 99.27% 99.27%
15.05.2024 0.88% 1.13 CHF 1.14 CHF 500'000 100'000 500'000 100'000 564'166 CHF 113'833 CHF 99.07% 99.07%
14.05.2024 0.86% 1.13 CHF 1.14 CHF 500'000 100'000 500'000 100'000 580'001 CHF 117'000 CHF 99.27% 99.27%
13.05.2024 0.82% 1.20 CHF 1.21 CHF 500'000 100'000 500'000 100'000 610'678 CHF 123'136 CHF 98.47% 98.47%
10.05.2024 0.82% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 608'804 CHF 122'761 CHF 99.27% 99.27%
08.05.2024 0.82% 1.23 CHF 1.24 CHF 500'000 100'000 500'000 100'000 610'160 CHF 123'032 CHF 99.27% 99.27%
07.05.2024 0.80% 1.23 CHF 1.24 CHF 500'000 100'000 500'000 100'000 623'792 CHF 125'758 CHF 99.27% 99.27%
06.05.2024 0.79% 1.25 CHF 1.26 CHF 500'000 100'000 500'000 100'000 630'463 CHF 127'093 CHF 99.27% 99.27%
03.05.2024 0.77% 1.30 CHF 1.31 CHF 500'000 100'000 500'000 100'000 649'196 CHF 130'839 CHF 99.17% 99.17%
02.05.2024 0.76% 1.28 CHF 1.29 CHF 500'000 100'000 500'000 100'000 652'549 CHF 131'510 CHF 99.27% 99.27%

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