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 0.71% 1.39 CHF 1.40 CHF 450'000 150'000 450'000 150'000 630'930 CHF 211'810 CHF 99.56% 99.56%
15.05.2024 0.75% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 598'077 CHF 200'859 CHF 99.73% 99.73%
14.05.2024 0.75% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 598'278 CHF 200'926 CHF 99.58% 99.58%
13.05.2024 0.72% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 619'396 CHF 207'965 CHF 98.90% 98.90%
10.05.2024 0.72% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 624'010 CHF 209'503 CHF 99.54% 99.54%
08.05.2024 0.75% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 601'322 CHF 201'941 CHF 99.56% 99.56%
07.05.2024 0.73% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 610'666 CHF 205'055 CHF 99.57% 99.57%
06.05.2024 0.76% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 589'191 CHF 197'897 CHF 99.58% 99.58%
03.05.2024 0.80% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 560'102 CHF 188'201 CHF 99.49% 99.49%
02.05.2024 0.82% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 544'924 CHF 183'141 CHF 99.56% 99.56%

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