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 0.89% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 504'937 CHF 169'812 CHF 99.74% 99.74%
15.05.2024 0.95% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 471'768 CHF 158'756 CHF 99.70% 99.70%
14.05.2024 0.95% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 471'954 CHF 158'818 CHF 99.61% 99.61%
13.05.2024 0.91% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 493'565 CHF 166'022 CHF 98.90% 98.90%
10.05.2024 0.90% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 498'186 CHF 167'562 CHF 99.52% 99.52%
08.05.2024 0.94% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 475'574 CHF 160'025 CHF 99.55% 99.55%
07.05.2024 0.92% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 484'672 CHF 163'057 CHF 99.57% 99.57%
06.05.2024 0.97% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 463'391 CHF 155'964 CHF 99.53% 99.53%
03.05.2024 1.03% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 435'099 CHF 146'533 CHF 99.49% 99.49%
02.05.2024 1.07% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 419'961 CHF 141'487 CHF 99.57% 99.57%

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