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
22.05.2024 0.57% 1.80 CHF 1.81 CHF 300'000 100'000 300'000 100'000 523'044 CHF 175'348 CHF 99.27% 99.27%
21.05.2024 0.63% 1.61 CHF 1.62 CHF 300'000 100'000 300'000 100'000 473'273 CHF 158'758 CHF 96.59% 96.59%
17.05.2024 0.68% 1.45 CHF 1.46 CHF 300'000 100'000 300'000 100'000 441'686 CHF 148'229 CHF 99.34% 99.34%
16.05.2024 0.69% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 432'421 CHF 145'140 CHF 99.30% 99.30%
15.05.2024 0.67% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 444'646 CHF 149'215 CHF 99.33% 99.33%
14.05.2024 0.70% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 426'109 CHF 143'036 CHF 98.94% 98.94%
13.05.2024 0.69% 1.46 CHF 1.47 CHF 300'000 100'000 300'000 100'000 430'316 CHF 144'439 CHF 98.47% 98.47%
10.05.2024 0.73% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 408'728 CHF 137'243 CHF 99.36% 99.36%
08.05.2024 0.73% 1.37 CHF 1.38 CHF 300'000 100'000 300'000 100'000 410'622 CHF 137'874 CHF 99.31% 99.31%
07.05.2024 0.69% 1.39 CHF 1.40 CHF 300'000 100'000 300'000 100'000 436'273 CHF 146'424 CHF 99.36% 99.36%

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