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 1.21% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 368'688 CHF 124'396 CHF 98.84% 98.84%
15.05.2024 1.26% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 356'003 CHF 120'168 CHF 99.17% 99.17%
14.05.2024 1.23% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 364'656 CHF 123'052 CHF 99.37% 99.37%
13.05.2024 1.10% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 405'451 CHF 136'650 CHF 98.16% 98.16%
10.05.2024 1.04% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 429'487 CHF 144'662 CHF 98.99% 98.99%
08.05.2024 0.95% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 469'492 CHF 157'997 CHF 98.74% 98.74%
07.05.2024 0.93% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 480'870 CHF 161'790 CHF 99.37% 99.37%
06.05.2024 0.90% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 499'883 CHF 168'128 CHF 99.37% 99.37%
03.05.2024 1.01% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 450'032 CHF 151'510 CHF 99.11% 99.11%
02.05.2024 1.04% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 431'401 CHF 145'300 CHF 99.07% 99.07%

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