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 0.98% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 459'013 CHF 154'504 CHF 98.84% 98.84%
15.05.2024 1.00% 1.00 CHF 1.00 CHF 450'000 150'000 450'000 150'000 446'124 CHF 150'208 CHF 99.17% 99.17%
14.05.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 454'705 CHF 153'068 CHF 99.37% 99.37%
13.05.2024 0.90% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 495'288 CHF 166'596 CHF 98.22% 98.22%
10.05.2024 0.86% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 519'251 CHF 174'584 CHF 98.99% 98.99%
08.05.2024 0.80% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 559'196 CHF 187'899 CHF 98.73% 98.73%
07.05.2024 0.79% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 570'674 CHF 191'725 CHF 99.37% 99.37%
06.05.2024 0.76% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 589'486 CHF 197'995 CHF 99.37% 99.37%
03.05.2024 0.84% 1.27 CHF 1.29 CHF 450'000 150'000 450'000 150'000 539'627 CHF 181'376 CHF 99.11% 99.11%
02.05.2024 0.86% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 521'187 CHF 175'229 CHF 99.07% 99.07%

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