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
23.05.2024 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 443'411 CHF 149'304 CHF 95.64% 95.64%
22.05.2024 0.90% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 501'170 CHF 168'557 CHF 98.32% 98.32%
21.05.2024 0.89% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 504'500 CHF 169'667 CHF 96.31% 96.31%
17.05.2024 0.87% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 513'168 CHF 172'556 CHF 98.23% 98.23%
16.05.2024 0.99% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 454'302 CHF 152'934 CHF 98.93% 98.93%
15.05.2024 0.96% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 465'411 CHF 156'637 CHF 98.80% 98.80%
14.05.2024 0.93% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 479'603 CHF 161'368 CHF 98.90% 98.90%
13.05.2024 0.96% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 468'819 CHF 157'773 CHF 93.63% 93.63%
10.05.2024 0.98% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 455'027 CHF 153'176 CHF 98.89% 98.89%
08.05.2024 0.85% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 528'629 CHF 177'710 CHF 98.82% 98.82%

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