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 1.00% 0.99 CHF 1.00 CHF 500'000 100'000 500'000 100'000 496'788 CHF 100'358 CHF 99.27% 99.27%
15.05.2024 0.99% 0.99 CHF 1.00 CHF 500'000 100'000 500'000 100'000 502'089 CHF 101'418 CHF 99.07% 99.07%
14.05.2024 0.99% 1.00 CHF 1.01 CHF 500'000 100'000 500'000 100'000 502'784 CHF 101'557 CHF 99.27% 99.27%
13.05.2024 0.97% 1.02 CHF 1.03 CHF 500'000 100'000 500'000 100'000 513'289 CHF 103'658 CHF 98.47% 98.47%
10.05.2024 0.99% 1.02 CHF 1.03 CHF 500'000 100'000 500'000 100'000 504'287 CHF 101'857 CHF 99.27% 99.27%
08.05.2024 1.03% 0.97 CHF 0.98 CHF 500'000 100'000 500'000 100'000 484'913 CHF 97'983 CHF 99.27% 99.27%
07.05.2024 1.03% 0.97 CHF 0.98 CHF 500'000 100'000 500'000 100'000 482'175 CHF 97'435 CHF 99.27% 99.27%
06.05.2024 1.02% 0.98 CHF 0.99 CHF 500'000 100'000 500'000 100'000 487'890 CHF 98'578 CHF 99.27% 99.27%
03.05.2024 1.02% 0.98 CHF 0.99 CHF 500'000 100'000 500'000 100'000 487'280 CHF 98'456 CHF 99.17% 99.17%
02.05.2024 1.01% 0.99 CHF 1.00 CHF 500'000 100'000 500'000 100'000 494'996 CHF 99'999 CHF 99.27% 99.27%

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