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
08.05.2024 0.96% 1.03 CHF 1.04 CHF 600'000 200'000 600'000 200'000 620'678 CHF 208'893 CHF 99.19% 99.19%
07.05.2024 0.97% 1.04 CHF 1.05 CHF 600'000 200'000 600'000 200'000 614'914 CHF 206'971 CHF 99.12% 99.12%
06.05.2024 1.09% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 549'489 CHF 185'163 CHF 99.17% 99.17%
03.05.2024 1.15% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 521'111 CHF 175'704 CHF 99.09% 99.09%
02.05.2024 1.17% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 381'541 CHF 128'680 CHF 99.15% 99.15%
30.04.2024 1.17% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 381'594 CHF 128'698 CHF 99.08% 99.08%
29.04.2024 1.07% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 418'422 CHF 140'974 CHF 98.18% 98.18%
26.04.2024 0.82% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 543'778 CHF 182'759 CHF 99.18% 99.18%
25.04.2024 0.98% 1.21 CHF 1.22 CHF 600'000 200'000 600'000 200'000 615'426 CHF 207'142 CHF 98.10% 98.10%
24.04.2024 1.08% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 552'301 CHF 186'100 CHF 99.22% 99.22%

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