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 0.76% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 587'100 CHF 197'200 CHF 99.57% 99.57%
15.05.2024 0.81% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 550'651 CHF 185'050 CHF 99.73% 99.73%
14.05.2024 0.81% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 550'282 CHF 184'927 CHF 99.59% 99.59%
13.05.2024 0.78% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 573'730 CHF 192'743 CHF 98.90% 98.90%
10.05.2024 0.77% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 579'110 CHF 194'537 CHF 99.59% 99.59%
08.05.2024 0.81% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 553'510 CHF 186'003 CHF 99.55% 99.55%
07.05.2024 0.80% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 562'558 CHF 189'019 CHF 99.57% 99.57%
06.05.2024 0.83% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 538'639 CHF 181'046 CHF 99.57% 99.57%
03.05.2024 0.89% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 506'245 CHF 170'248 CHF 99.43% 99.43%
02.05.2024 0.91% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 489'926 CHF 164'809 CHF 99.55% 99.55%

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