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 1.00% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 448'023 CHF 150'841 CHF 93.40% 93.40%
14.05.2024 1.06% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 420'512 CHF 141'671 CHF 85.45% 85.45%
13.05.2024 1.08% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 416'060 CHF 140'187 CHF 76.66% 76.66%
10.05.2024 1.10% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 407'193 CHF 137'231 CHF 84.57% 84.57%
08.05.2024 1.13% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 397'021 CHF 133'840 CHF 85.40% 85.40%
07.05.2024 1.12% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 399'791 CHF 134'764 CHF 95.19% 95.19%
06.05.2024 1.07% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 417'190 CHF 140'563 CHF 81.92% 81.92%
03.05.2024 1.07% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 418'826 CHF 141'109 CHF 97.17% 97.17%
02.05.2024 1.07% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 417'934 CHF 140'811 CHF 97.96% 97.96%
30.04.2024 0.98% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 455'707 CHF 153'402 CHF 95.18% 95.18%

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