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 0.84% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 536'092 CHF 180'197 CHF 99.54% 99.54%
15.05.2024 0.89% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 505'047 CHF 169'849 CHF 99.70% 99.70%
14.05.2024 0.89% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 505'383 CHF 169'961 CHF 99.63% 99.63%
13.05.2024 0.85% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 525'894 CHF 176'798 CHF 98.89% 98.89%
10.05.2024 0.84% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 530'505 CHF 178'335 CHF 99.60% 99.60%
08.05.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 509'092 CHF 171'197 CHF 99.57% 99.57%
07.05.2024 0.86% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 519'146 CHF 174'549 CHF 99.57% 99.57%
06.05.2024 0.90% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 496'412 CHF 166'971 CHF 99.58% 99.58%
03.05.2024 0.95% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 469'329 CHF 157'943 CHF 99.30% 99.30%
02.05.2024 0.98% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 455'211 CHF 153'237 CHF 99.58% 99.58%

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