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
14.05.2024 0.79% 1.25 CHF 1.26 CHF 300'000 50'000 300'000 50'000 376'148 CHF 63'191 CHF 99.16% 99.16%
13.05.2024 0.82% 1.24 CHF 1.25 CHF 300'000 50'000 300'000 50'000 363'765 CHF 61'128 CHF 98.59% 98.59%
10.05.2024 0.97% 1.05 CHF 1.06 CHF 300'000 50'000 300'000 50'000 309'504 CHF 52'084 CHF 99.17% 99.17%
08.05.2024 1.20% 0.81 CHF 0.82 CHF 450'000 50'000 443'812 50'000 366'921 CHF 41'871 CHF 99.17% 99.17%
07.05.2024 1.42% 0.70 CHF 0.71 CHF 450'000 50'000 450'000 50'000 314'226 CHF 35'414 CHF 97.94% 97.94%
06.05.2024 1.33% 0.77 CHF 0.78 CHF 450'000 50'000 450'000 50'000 336'055 CHF 37'839 CHF 99.17% 99.17%
03.05.2024 1.33% 0.72 CHF 0.73 CHF 450'000 50'000 450'000 50'000 336'768 CHF 37'919 CHF 99.16% 99.16%
02.05.2024 1.38% 0.71 CHF 0.72 CHF 450'000 50'000 450'000 50'000 324'832 CHF 36'592 CHF 99.15% 99.15%
30.04.2024 1.26% 0.79 CHF 0.80 CHF 450'000 50'000 450'000 50'000 354'803 CHF 39'923 CHF 99.16% 99.16%
29.04.2024 1.30% 0.78 CHF 0.79 CHF 450'000 50'000 450'000 50'000 344'263 CHF 38'751 CHF 99.17% 99.17%

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