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 0.80% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 562'227 CHF 188'909 CHF 99.30% 99.30%
15.05.2024 0.83% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 539'301 CHF 181'267 CHF 99.22% 99.22%
14.05.2024 0.86% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 521'782 CHF 175'427 CHF 98.41% 98.41%
13.05.2024 0.82% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 546'552 CHF 183'684 CHF 99.12% 99.12%
10.05.2024 0.80% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 560'910 CHF 188'470 CHF 97.40% 97.40%
08.05.2024 0.84% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 534'863 CHF 179'788 CHF 98.43% 98.43%
07.05.2024 0.87% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 516'876 CHF 173'792 CHF 98.97% 98.97%
06.05.2024 0.93% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 483'206 CHF 162'569 CHF 98.53% 98.53%
03.05.2024 1.02% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 440'692 CHF 148'397 CHF 98.67% 98.67%
02.05.2024 1.03% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 436'473 CHF 146'991 CHF 98.14% 98.14%

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