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
14.05.2024 0.90% 1.12 CHF 1.13 CHF 200'000 200'000 79'094 79'094 95'436 CHF 96'257 CHF 98.54% 98.54%
13.05.2024 0.77% 1.40 CHF 1.41 CHF 194'000 194'000 88'878 88'878 119'014 CHF 119'904 CHF 99.49% 99.49%
10.05.2024 0.86% 1.18 CHF 1.19 CHF 200'000 200'000 89'488 89'488 105'464 CHF 106'361 CHF 100.00% 100.00%
08.05.2024 0.94% 1.12 CHF 1.13 CHF 200'000 200'000 94'963 94'963 103'913 CHF 104'865 CHF 99.13% 99.13%
07.05.2024 0.88% 1.15 CHF 1.16 CHF 200'000 200'000 89'409 89'409 103'096 CHF 103'993 CHF 99.83% 99.83%
06.05.2024 0.82% 1.25 CHF 1.26 CHF 200'000 200'000 89'496 89'496 110'791 CHF 111'688 CHF 100.00% 100.00%
03.05.2024 0.83% 1.20 CHF 1.21 CHF 200'000 200'000 89'594 89'594 108'671 CHF 109'569 CHF 99.70% 99.70%
02.05.2024 0.94% 1.14 CHF 1.15 CHF 200'000 200'000 96'379 96'379 105'072 CHF 106'038 CHF 99.99% 99.99%
30.04.2024 1.03% 0.95 CHF 0.96 CHF 220'000 220'000 96'645 96'645 94'512 CHF 95'480 CHF 99.99% 99.99%
29.04.2024 1.02% 1.00 CHF 1.01 CHF 220'000 220'000 89'881 89'881 89'242 CHF 90'143 CHF 99.81% 99.81%

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