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 0.82% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 548'539 CHF 184'346 CHF 99.17% 99.17%
14.05.2024 0.82% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 547'520 CHF 184'007 CHF 99.22% 99.22%
13.05.2024 0.81% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 551'308 CHF 185'269 CHF 98.32% 98.32%
10.05.2024 0.82% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 544'998 CHF 183'166 CHF 99.23% 99.23%
08.05.2024 0.80% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 562'455 CHF 188'985 CHF 99.18% 99.18%
07.05.2024 0.82% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 544'407 CHF 182'969 CHF 99.22% 99.22%
06.05.2024 0.81% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 551'186 CHF 185'229 CHF 96.27% 96.27%
03.05.2024 0.82% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 544'958 CHF 183'153 CHF 99.16% 99.16%
02.05.2024 0.79% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 564'487 CHF 189'662 CHF 99.20% 99.20%
30.04.2024 0.77% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 582'833 CHF 195'778 CHF 99.23% 99.23%

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