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 0.95% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 469'220 CHF 157'907 CHF 99.34% 99.34%
15.05.2024 0.86% 1.11 CHF 1.12 CHF 450'000 150'000 332'130 110'710 384'517 CHF 129'279 CHF 99.40% 99.40%
14.05.2024 0.83% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 359'469 CHF 120'823 CHF 98.85% 98.85%
13.05.2024 0.83% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 357'946 CHF 120'315 CHF 99.38% 99.38%
10.05.2024 0.82% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 365'230 CHF 122'743 CHF 99.38% 99.38%
08.05.2024 0.92% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 484'606 CHF 163'035 CHF 99.37% 99.37%
07.05.2024 0.91% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 490'477 CHF 164'992 CHF 99.39% 99.39%
06.05.2024 0.91% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 492'535 CHF 165'678 CHF 99.37% 99.37%
03.05.2024 0.94% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 476'993 CHF 160'498 CHF 99.22% 99.22%
02.05.2024 0.93% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 484'201 CHF 162'900 CHF 99.32% 99.32%

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