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
22.05.2024 0.75% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 601'714 CHF 202'071 CHF 99.56% 99.56%
21.05.2024 0.75% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 597'974 CHF 200'825 CHF 96.98% 96.98%
17.05.2024 0.77% 1.32 CHF 1.33 CHF 450'000 150'000 450'000 150'000 578'742 CHF 194'414 CHF 99.59% 99.59%
16.05.2024 0.74% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 607'113 CHF 203'871 CHF 99.57% 99.57%
15.05.2024 0.78% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 572'213 CHF 192'238 CHF 99.43% 99.43%
14.05.2024 0.78% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 572'200 CHF 192'233 CHF 99.60% 99.60%
13.05.2024 0.75% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 594'656 CHF 199'719 CHF 98.90% 98.90%
10.05.2024 0.75% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 599'423 CHF 201'308 CHF 99.53% 99.53%
08.05.2024 0.78% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 575'202 CHF 193'234 CHF 99.59% 99.59%
07.05.2024 0.77% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 584'171 CHF 196'224 CHF 99.57% 99.57%

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