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
14.05.2024 0.85% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 527'740 CHF 177'413 CHF 85.55% 85.55%
13.05.2024 0.86% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 522'003 CHF 175'501 CHF 76.59% 76.59%
10.05.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 511'807 CHF 172'102 CHF 84.45% 84.45%
08.05.2024 0.90% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 499'829 CHF 168'110 CHF 85.40% 85.40%
07.05.2024 0.89% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 502'026 CHF 168'842 CHF 95.20% 95.20%
06.05.2024 0.86% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 521'512 CHF 175'338 CHF 81.55% 81.55%
03.05.2024 0.86% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 520'230 CHF 174'910 CHF 97.07% 97.07%
02.05.2024 0.87% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 517'056 CHF 173'852 CHF 98.00% 98.00%
30.04.2024 0.80% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 559'906 CHF 188'135 CHF 95.20% 95.20%
29.04.2024 0.76% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 589'790 CHF 198'097 CHF 86.68% 86.68%

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