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 1.02% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 438'082 CHF 147'527 CHF 98.33% 98.33%
15.05.2024 1.03% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 437'125 CHF 147'208 CHF 98.15% 98.15%
14.05.2024 0.97% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 463'366 CHF 155'955 CHF 98.75% 98.75%
13.05.2024 0.93% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 481'439 CHF 161'980 CHF 93.36% 93.36%
10.05.2024 0.93% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 483'221 CHF 162'574 CHF 98.74% 98.74%
08.05.2024 0.82% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 545'896 CHF 183'465 CHF 98.72% 98.72%
07.05.2024 0.81% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 553'351 CHF 185'950 CHF 98.42% 98.42%
06.05.2024 0.79% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 570'678 CHF 191'726 CHF 98.68% 98.68%
03.05.2024 0.78% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 573'927 CHF 192'809 CHF 98.72% 98.72%
02.05.2024 0.78% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 578'259 CHF 194'253 CHF 98.52% 98.52%

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