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 1.01% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 444'977 CHF 149'826 CHF 99.59% 99.59%
15.05.2024 1.07% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 416'685 CHF 140'395 CHF 99.73% 99.73%
14.05.2024 1.07% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 417'490 CHF 140'663 CHF 99.58% 99.58%
13.05.2024 1.03% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 436'641 CHF 147'047 CHF 98.90% 98.90%
10.05.2024 1.02% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 440'997 CHF 148'499 CHF 99.58% 99.58%
08.05.2024 1.06% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 562'645 CHF 189'548 CHF 99.58% 99.58%
07.05.2024 1.04% 0.96 CHF 0.97 CHF 600'000 200'000 591'409 197'136 566'836 CHF 190'917 CHF 99.58% 99.58%
06.05.2024 1.08% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 550'794 CHF 185'598 CHF 99.58% 99.58%
03.05.2024 1.15% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 517'707 CHF 174'569 CHF 99.41% 99.41%
02.05.2024 1.19% 0.82 CHF 0.83 CHF 600'000 200'000 600'000 200'000 500'565 CHF 168'855 CHF 99.53% 99.53%

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