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
15.05.2024 0.87% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 518'069 CHF 174'190 CHF 93.45% 93.45%
14.05.2024 0.92% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 488'530 CHF 164'343 CHF 85.49% 85.49%
13.05.2024 0.93% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 483'838 CHF 162'779 CHF 76.73% 76.73%
10.05.2024 0.94% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 474'130 CHF 159'543 CHF 84.49% 84.49%
08.05.2024 0.97% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 463'347 CHF 155'949 CHF 85.41% 85.41%
07.05.2024 0.96% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 465'726 CHF 156'742 CHF 95.22% 95.22%
06.05.2024 0.93% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 483'764 CHF 162'755 CHF 81.52% 81.52%
03.05.2024 0.92% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 484'673 CHF 163'058 CHF 97.08% 97.08%
02.05.2024 0.93% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 482'404 CHF 162'301 CHF 98.02% 98.02%
30.04.2024 0.86% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 522'871 CHF 175'790 CHF 95.16% 95.16%

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