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 0.94% 1.09 CHF 1.10 CHF 295'000 295'000 131'891 131'891 142'830 CHF 144'154 CHF 100.00% 100.00%
15.05.2024 0.94% 1.09 CHF 1.10 CHF 295'000 295'000 130'156 130'156 140'914 CHF 142'221 CHF 99.98% 99.98%
14.05.2024 0.94% 1.08 CHF 1.09 CHF 290'000 290'000 129'871 129'871 139'866 CHF 141'168 CHF 99.89% 99.89%
13.05.2024 0.95% 1.08 CHF 1.09 CHF 290'000 290'000 129'963 129'963 139'428 CHF 140'730 CHF 100.00% 100.00%
10.05.2024 0.94% 1.08 CHF 1.09 CHF 290'000 290'000 130'334 130'334 141'375 CHF 142'681 CHF 100.00% 100.00%
08.05.2024 0.89% 1.12 CHF 1.13 CHF 300'000 300'000 134'796 134'796 153'743 CHF 155'094 CHF 98.39% 98.39%
07.05.2024 0.90% 1.15 CHF 1.16 CHF 305'000 305'000 135'337 135'337 154'136 CHF 155'493 CHF 98.97% 98.97%
06.05.2024 0.91% 1.13 CHF 1.14 CHF 300'000 300'000 134'217 134'217 150'401 CHF 151'745 CHF 100.00% 100.00%
03.05.2024 0.93% 1.12 CHF 1.13 CHF 300'000 300'000 132'382 132'382 145'649 CHF 146'975 CHF 99.98% 99.98%
02.05.2024 0.92% 1.13 CHF 1.14 CHF 295'000 295'000 131'269 131'269 146'002 CHF 147'317 CHF 100.00% 100.00%

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