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 0.55% 1.75 CHF 1.76 CHF 450'000 150'000 450'000 150'000 811'936 CHF 272'145 CHF 98.92% 98.92%
15.05.2024 0.56% 1.83 CHF 1.84 CHF 450'000 150'000 450'000 150'000 799'405 CHF 267'968 CHF 98.81% 98.81%
14.05.2024 0.57% 1.74 CHF 1.75 CHF 450'000 150'000 450'000 150'000 784'426 CHF 262'975 CHF 98.90% 98.90%
13.05.2024 0.57% 1.75 CHF 1.76 CHF 450'000 150'000 450'000 150'000 792'660 CHF 265'720 CHF 93.58% 93.58%
10.05.2024 0.56% 1.80 CHF 1.81 CHF 450'000 150'000 450'000 150'000 806'781 CHF 270'427 CHF 98.89% 98.89%
08.05.2024 0.61% 1.63 CHF 1.64 CHF 450'000 150'000 450'000 150'000 732'568 CHF 245'689 CHF 98.82% 98.82%
07.05.2024 0.62% 1.65 CHF 1.66 CHF 450'000 150'000 450'000 150'000 723'507 CHF 242'669 CHF 97.91% 97.91%
06.05.2024 0.81% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 550'199 CHF 184'900 CHF 98.84% 98.84%
03.05.2024 0.82% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 544'558 CHF 183'019 CHF 98.85% 98.85%
02.05.2024 0.80% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 558'237 CHF 187'579 CHF 98.94% 98.94%

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