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
15.05.2024 0.78% 1.26 CHF 1.27 CHF 600'000 200'000 600'000 200'000 768'658 CHF 258'219 CHF 99.17% 99.17%
14.05.2024 0.80% 1.30 CHF 1.31 CHF 600'000 200'000 600'000 200'000 745'691 CHF 250'564 CHF 96.66% 96.66%
13.05.2024 0.81% 1.19 CHF 1.20 CHF 600'000 200'000 600'000 200'000 733'662 CHF 246'554 CHF 98.40% 98.40%
10.05.2024 0.78% 1.28 CHF 1.29 CHF 600'000 200'000 600'000 200'000 766'802 CHF 257'601 CHF 95.38% 95.38%
08.05.2024 0.75% 1.31 CHF 1.32 CHF 600'000 200'000 600'000 200'000 791'815 CHF 265'938 CHF 97.65% 97.65%
07.05.2024 0.77% 1.29 CHF 1.30 CHF 600'000 200'000 600'000 200'000 773'135 CHF 259'712 CHF 99.20% 99.20%
06.05.2024 0.80% 1.25 CHF 1.26 CHF 600'000 200'000 600'000 200'000 750'939 CHF 252'313 CHF 99.24% 99.24%
03.05.2024 0.79% 1.27 CHF 1.28 CHF 600'000 200'000 600'000 200'000 758'879 CHF 254'960 CHF 98.23% 98.23%
02.05.2024 0.75% 1.31 CHF 1.32 CHF 600'000 200'000 600'000 200'000 796'938 CHF 267'646 CHF 99.15% 99.15%
30.04.2024 0.73% 1.39 CHF 1.40 CHF 600'000 200'000 600'000 200'000 820'047 CHF 275'349 CHF 99.19% 99.19%

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