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
15.05.2024 0.84% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 531'663 CHF 178'721 CHF 93.37% 93.37%
14.05.2024 0.90% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 497'444 CHF 167'315 CHF 85.47% 85.47%
13.05.2024 0.91% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 490'973 CHF 165'158 CHF 76.65% 76.65%
10.05.2024 0.93% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 480'110 CHF 161'537 CHF 84.55% 84.55%
08.05.2024 0.96% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 467'611 CHF 157'370 CHF 85.34% 85.34%
07.05.2024 0.95% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 469'760 CHF 158'087 CHF 95.16% 95.16%
06.05.2024 0.91% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 490'230 CHF 164'910 CHF 81.51% 81.51%
03.05.2024 0.92% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 487'449 CHF 163'983 CHF 97.06% 97.06%
02.05.2024 0.93% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 482'921 CHF 162'474 CHF 97.93% 97.93%
30.04.2024 0.85% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 528'674 CHF 177'725 CHF 95.17% 95.17%

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