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 0.69% 1.44 CHF 1.45 CHF 482'400 482'400 496'240 496'240 713'572 CHF 718'538 CHF 99.99% 99.99%
15.05.2024 0.73% 1.43 CHF 1.44 CHF 506'300 506'300 517'762 517'762 714'755 CHF 719'945 CHF 99.61% 99.61%
14.05.2024 0.76% 1.36 CHF 1.37 CHF 527'600 527'600 528'983 528'983 695'986 CHF 701'276 CHF 99.32% 99.32%
13.05.2024 0.77% 1.31 CHF 1.32 CHF 530'000 530'000 533'781 533'781 692'740 CHF 698'078 CHF 100.00% 100.00%
10.05.2024 0.78% 1.26 CHF 1.27 CHF 536'500 536'500 557'476 557'476 714'183 CHF 719'758 CHF 99.60% 99.60%
08.05.2024 0.81% 1.23 CHF 1.24 CHF 558'600 558'600 548'962 548'962 677'234 CHF 682'724 CHF 98.95% 98.95%
07.05.2024 0.78% 1.29 CHF 1.30 CHF 542'600 542'600 539'555 539'555 685'698 CHF 691'094 CHF 99.34% 99.34%
06.05.2024 0.78% 1.28 CHF 1.29 CHF 537'700 537'700 548'227 548'227 701'782 CHF 707'264 CHF 100.00% 100.00%
03.05.2024 0.80% 1.27 CHF 1.28 CHF 555'500 555'500 574'427 574'427 717'181 CHF 722'926 CHF 99.97% 99.97%
02.05.2024 0.85% 1.16 CHF 1.17 CHF 587'000 587'000 600'710 600'710 702'214 CHF 708'221 CHF 100.00% 100.00%

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