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 0.85% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 349'818 CHF 117'606 CHF 98.95% 98.95%
15.05.2024 0.90% 1.13 CHF 1.14 CHF 300'000 100'000 300'000 100'000 332'041 CHF 111'680 CHF 99.54% 99.54%
14.05.2024 0.93% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 319'446 CHF 107'482 CHF 99.16% 99.16%
13.05.2024 1.03% 0.98 CHF 0.99 CHF 300'000 100'000 301'243 100'414 291'201 CHF 98'071 CHF 98.99% 98.99%
10.05.2024 0.93% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 320'304 CHF 107'768 CHF 99.55% 99.55%
08.05.2024 0.90% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 333'281 CHF 112'094 CHF 99.50% 99.50%
07.05.2024 0.93% 1.13 CHF 1.14 CHF 300'000 100'000 300'000 100'000 320'258 CHF 107'753 CHF 99.56% 99.56%
06.05.2024 0.97% 1.02 CHF 1.03 CHF 300'000 100'000 300'132 100'044 309'238 CHF 104'080 CHF 99.48% 99.48%
03.05.2024 0.97% 0.96 CHF 0.97 CHF 450'000 150'000 327'523 109'174 334'766 CHF 112'680 CHF 99.50% 99.50%
02.05.2024 1.00% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 298'025 CHF 100'342 CHF 98.97% 98.97%

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