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
13.05.2024 0.82% 1.22 CHF 1.23 CHF 250'000 100'000 250'000 100'000 305'204 CHF 123'082 CHF 98.69% 98.69%
10.05.2024 0.79% 1.29 CHF 1.30 CHF 250'000 100'000 250'000 100'000 316'160 CHF 127'464 CHF 99.17% 99.17%
08.05.2024 0.80% 1.27 CHF 1.28 CHF 250'000 100'000 250'000 100'000 311'774 CHF 125'710 CHF 99.17% 99.17%
07.05.2024 0.72% 1.28 CHF 1.29 CHF 250'000 100'000 250'000 100'000 346'453 CHF 139'581 CHF 97.18% 97.18%
06.05.2024 0.70% 1.43 CHF 1.44 CHF 250'000 100'000 250'000 100'000 356'735 CHF 143'694 CHF 99.17% 99.17%
03.05.2024 0.69% 1.43 CHF 1.44 CHF 250'000 100'000 250'000 100'000 359'496 CHF 144'798 CHF 99.15% 99.15%
02.05.2024 0.67% 1.50 CHF 1.51 CHF 250'000 100'000 250'000 100'000 372'313 CHF 149'925 CHF 99.11% 99.11%
30.04.2024 0.66% 1.53 CHF 1.54 CHF 250'000 100'000 250'000 100'000 377'921 CHF 152'168 CHF 99.16% 99.16%
29.04.2024 0.67% 1.52 CHF 1.53 CHF 250'000 100'000 250'000 100'000 370'880 CHF 149'352 CHF 99.16% 99.16%
26.04.2024 0.65% 1.48 CHF 1.49 CHF 250'000 100'000 250'000 100'000 385'230 CHF 155'092 CHF 99.17% 99.17%

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