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 0.72% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 620'662 CHF 208'387 CHF 99.35% 99.35%
15.05.2024 0.75% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 601'025 CHF 201'842 CHF 99.12% 99.12%
14.05.2024 0.78% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 578'114 CHF 194'205 CHF 99.36% 99.36%
13.05.2024 0.80% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 563'625 CHF 189'375 CHF 98.90% 98.90%
10.05.2024 0.76% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 586'839 CHF 197'113 CHF 99.36% 99.36%
08.05.2024 0.81% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 554'511 CHF 186'337 CHF 99.36% 99.36%
07.05.2024 0.80% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 559'954 CHF 188'151 CHF 99.37% 99.37%
06.05.2024 0.81% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 550'319 CHF 184'940 CHF 99.37% 99.37%
03.05.2024 0.86% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 519'991 CHF 174'830 CHF 99.18% 99.18%
02.05.2024 0.98% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 456'258 CHF 153'586 CHF 99.28% 99.28%

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