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 0.98% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 253'309 CHF 102'323 CHF 99.17% 99.17%
15.05.2024 0.97% 1.02 CHF 1.03 CHF 250'000 100'000 250'000 100'000 255'902 CHF 103'361 CHF 94.70% 94.70%
14.05.2024 0.99% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 250'823 CHF 101'329 CHF 99.17% 99.17%
13.05.2024 1.00% 0.99 CHF 1.00 CHF 250'000 100'000 250'000 100'000 250'005 CHF 101'002 CHF 98.69% 98.69%
10.05.2024 1.02% 1.01 CHF 1.02 CHF 250'000 100'000 249'993 99'993 244'190 CHF 98'672 CHF 99.17% 99.17%
08.05.2024 1.17% 0.89 CHF 0.90 CHF 250'000 100'000 250'000 100'000 213'437 CHF 86'375 CHF 99.17% 99.17%
07.05.2024 1.13% 0.84 CHF 0.85 CHF 250'000 100'000 250'000 100'000 219'454 CHF 88'782 CHF 97.18% 97.18%
06.05.2024 1.26% 0.82 CHF 0.83 CHF 250'000 100'000 250'000 100'000 196'783 CHF 79'713 CHF 99.17% 99.17%
03.05.2024 1.30% 0.75 CHF 0.76 CHF 250'000 100'000 250'000 100'000 190'651 CHF 77'260 CHF 99.17% 99.17%
02.05.2024 1.33% 0.75 CHF 0.76 CHF 250'000 100'000 250'000 100'000 187'170 CHF 75'868 CHF 99.12% 99.12%

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