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 1.01% 1.02 CHF 1.03 CHF 150'000 150'000 150'015 149'999 148'206 CHF 149'693 CHF 99.27% 99.27%
15.05.2024 1.07% 0.87 CHF 0.88 CHF 150'000 150'000 150'000 150'000 139'523 CHF 141'023 CHF 99.08% 99.08%
14.05.2024 0.99% 1.00 CHF 1.01 CHF 150'000 150'000 150'000 150'000 151'111 CHF 152'611 CHF 99.27% 99.27%
13.05.2024 0.89% 1.08 CHF 1.09 CHF 150'000 150'000 149'999 150'000 167'905 CHF 169'406 CHF 98.81% 98.81%
10.05.2024 1.00% 1.11 CHF 1.12 CHF 150'000 150'000 150'000 150'000 149'172 CHF 150'672 CHF 99.27% 99.27%
08.05.2024 1.02% 0.94 CHF 0.95 CHF 150'000 150'000 150'000 150'000 146'720 CHF 148'220 CHF 99.27% 99.27%
07.05.2024 1.01% 1.00 CHF 1.01 CHF 150'000 150'000 150'000 150'000 148'342 CHF 149'842 CHF 99.27% 99.27%
06.05.2024 1.10% 0.91 CHF 0.92 CHF 150'000 150'000 150'000 150'000 135'704 CHF 137'204 CHF 99.27% 99.27%
03.05.2024 1.16% 0.89 CHF 0.90 CHF 225'000 150'000 213'200 150'000 182'873 CHF 130'421 CHF 99.15% 99.15%
02.05.2024 1.18% 0.84 CHF 0.85 CHF 225'000 150'000 189'008 150'000 158'371 CHF 127'954 CHF 98.66% 98.66%

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