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
08.05.2024 0.60% 1.66 CHF 1.67 CHF 120'000 120'000 54'075 54'075 91'668 CHF 92'210 CHF 98.40% 98.40%
07.05.2024 0.60% 1.72 CHF 1.73 CHF 122'000 122'000 54'137 54'137 91'870 CHF 92'413 CHF 98.97% 98.97%
06.05.2024 0.92% 1.67 CHF 1.68 CHF 120'000 120'000 53'893 53'893 89'030 CHF 89'723 CHF 99.13% 99.13%
03.05.2024 0.97% 1.65 CHF 1.66 CHF 120'000 120'000 53'245 53'245 85'246 CHF 85'937 CHF 99.98% 99.98%
02.05.2024 0.96% 1.65 CHF 1.66 CHF 118'000 118'000 52'553 52'553 85'259 CHF 85'940 CHF 99.98% 99.98%
30.04.2024 1.55% 1.01 CHF 1.02 CHF 98'000 98'000 44'653 44'653 44'925 CHF 45'505 CHF 99.95% 99.95%
29.04.2024 1.55% 1.00 CHF 1.01 CHF 100'000 100'000 44'759 44'759 44'599 CHF 45'180 CHF 99.81% 99.81%
26.04.2024 1.52% 0.99 CHF 1.00 CHF 98'000 98'000 44'560 44'560 45'056 CHF 45'637 CHF 98.53% 98.53%
25.04.2024 1.56% 1.02 CHF 1.03 CHF 100'000 100'000 45'186 45'186 45'008 CHF 45'596 CHF 97.38% 97.38%
24.04.2024 1.50% 1.02 CHF 1.03 CHF 100'000 100'000 44'815 44'815 45'951 CHF 46'533 CHF 99.59% 99.59%

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