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 0.77% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 585'755 CHF 196'752 CHF 99.36% 99.36%
15.05.2024 0.80% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 563'370 CHF 189'290 CHF 99.12% 99.12%
14.05.2024 0.83% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 538'175 CHF 180'892 CHF 99.36% 99.36%
13.05.2024 0.87% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 515'801 CHF 173'434 CHF 98.90% 98.90%
10.05.2024 0.83% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 540'775 CHF 181'758 CHF 99.36% 99.36%
08.05.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 506'428 CHF 170'309 CHF 99.36% 99.36%
07.05.2024 0.87% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 512'831 CHF 172'444 CHF 99.36% 99.36%
06.05.2024 0.89% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 503'588 CHF 169'363 CHF 99.36% 99.36%
03.05.2024 0.95% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 471'082 CHF 158'527 CHF 99.18% 99.18%
02.05.2024 1.11% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 402'176 CHF 135'559 CHF 99.28% 99.28%

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