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 0.93% 1.04 CHF 1.05 CHF 300'000 100'000 299'964 99'961 322'692 CHF 108'535 CHF 99.13% 99.13%
15.05.2024 1.02% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 293'922 CHF 98'974 CHF 99.72% 99.72%
14.05.2024 1.03% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 290'925 CHF 97'975 CHF 98.49% 98.49%
13.05.2024 0.99% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 300'816 CHF 101'272 CHF 99.08% 99.08%
10.05.2024 0.97% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 308'709 CHF 103'903 CHF 99.72% 99.72%
08.05.2024 0.96% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 310'758 CHF 104'586 CHF 99.54% 99.54%
07.05.2024 1.07% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 277'999 CHF 93'666 CHF 99.59% 99.59%
06.05.2024 1.10% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 271'636 CHF 91'545 CHF 99.16% 99.16%
03.05.2024 1.04% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 286'162 CHF 96'387 CHF 99.51% 99.51%
02.05.2024 1.00% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 298'789 CHF 100'596 CHF 99.54% 99.54%

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