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 0.94% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 476'437 CHF 160'312 CHF 98.91% 98.91%
15.05.2024 0.92% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 487'586 CHF 164'029 CHF 98.81% 98.81%
14.05.2024 0.89% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 501'720 CHF 168'740 CHF 98.90% 98.90%
13.05.2024 0.91% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 490'998 CHF 165'166 CHF 93.58% 93.58%
10.05.2024 0.94% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 477'016 CHF 160'505 CHF 98.89% 98.89%
08.05.2024 0.81% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 550'632 CHF 185'044 CHF 98.82% 98.82%
07.05.2024 0.80% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 559'935 CHF 188'145 CHF 97.91% 97.91%
06.05.2024 0.61% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 731'170 CHF 245'223 CHF 98.84% 98.84%
03.05.2024 0.61% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 737'090 CHF 247'197 CHF 98.86% 98.86%
02.05.2024 0.62% 1.67 CHF 1.68 CHF 450'000 150'000 450'000 150'000 725'563 CHF 243'354 CHF 98.93% 98.93%

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