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 0.67% 1.44 CHF 1.45 CHF 600'000 200'000 600'000 200'000 887'912 CHF 297'971 CHF 99.27% 99.27%
15.05.2024 0.71% 1.44 CHF 1.45 CHF 600'000 200'000 600'000 200'000 841'733 CHF 282'578 CHF 99.08% 99.08%
14.05.2024 0.77% 1.34 CHF 1.35 CHF 600'000 200'000 600'000 200'000 776'679 CHF 260'893 CHF 99.27% 99.27%
13.05.2024 0.76% 1.29 CHF 1.30 CHF 600'000 200'000 600'000 200'000 782'835 CHF 262'945 CHF 98.81% 98.81%
10.05.2024 0.74% 1.35 CHF 1.36 CHF 600'000 200'000 600'000 200'000 812'640 CHF 272'880 CHF 99.27% 99.27%
08.05.2024 0.77% 1.29 CHF 1.30 CHF 600'000 200'000 600'000 200'000 781'165 CHF 262'388 CHF 99.27% 99.27%
07.05.2024 0.78% 1.30 CHF 1.31 CHF 600'000 200'000 600'000 200'000 763'340 CHF 256'447 CHF 99.27% 99.27%
06.05.2024 0.84% 1.21 CHF 1.22 CHF 600'000 200'000 600'000 200'000 713'478 CHF 239'826 CHF 99.27% 99.27%
03.05.2024 0.87% 1.16 CHF 1.17 CHF 600'000 200'000 600'000 200'000 688'795 CHF 231'598 CHF 99.15% 99.15%
02.05.2024 0.91% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 657'150 CHF 221'050 CHF 99.18% 99.18%

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