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 0.63% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 710'868 CHF 238'456 CHF 98.93% 98.93%
15.05.2024 0.64% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 698'716 CHF 234'405 CHF 98.81% 98.81%
14.05.2024 0.66% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 683'542 CHF 229'347 CHF 98.92% 98.92%
13.05.2024 0.65% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 692'579 CHF 232'360 CHF 93.64% 93.64%
10.05.2024 0.63% 1.58 CHF 1.59 CHF 450'000 150'000 450'000 150'000 706'521 CHF 237'007 CHF 98.89% 98.89%
08.05.2024 0.71% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 632'470 CHF 212'323 CHF 98.82% 98.82%
07.05.2024 0.72% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 623'462 CHF 209'321 CHF 97.91% 97.91%
06.05.2024 0.99% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 450'331 CHF 151'610 CHF 98.84% 98.84%
03.05.2024 1.01% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 444'916 CHF 149'805 CHF 98.85% 98.85%
02.05.2024 0.98% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 458'189 CHF 154'230 CHF 98.94% 98.94%

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