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 0.74% 1.22 CHF 1.23 CHF 600'000 200'000 600'000 200'000 811'684 CHF 272'561 CHF 98.77% 98.77%
15.05.2024 0.81% 1.30 CHF 1.31 CHF 600'000 200'000 600'000 200'000 742'421 CHF 249'474 CHF 98.20% 98.20%
14.05.2024 0.88% 1.22 CHF 1.23 CHF 600'000 200'000 600'000 200'000 677'859 CHF 227'953 CHF 97.92% 97.92%
13.05.2024 0.82% 1.19 CHF 1.20 CHF 600'000 200'000 600'000 200'000 731'576 CHF 245'859 CHF 98.98% 98.98%
10.05.2024 0.76% 1.22 CHF 1.23 CHF 600'000 200'000 600'000 200'000 791'839 CHF 265'946 CHF 95.24% 95.24%
08.05.2024 0.75% 1.33 CHF 1.34 CHF 600'000 200'000 600'000 200'000 792'029 CHF 266'010 CHF 98.28% 98.28%
07.05.2024 0.67% 1.43 CHF 1.44 CHF 600'000 200'000 600'000 200'000 890'655 CHF 298'885 CHF 98.88% 98.88%
06.05.2024 0.65% 1.51 CHF 1.52 CHF 600'000 200'000 600'000 200'000 914'146 CHF 306'715 CHF 98.43% 98.43%
03.05.2024 0.69% 1.41 CHF 1.42 CHF 600'000 200'000 600'000 200'000 872'385 CHF 292'795 CHF 96.36% 96.36%
02.05.2024 0.72% 1.46 CHF 1.47 CHF 600'000 200'000 600'000 200'000 834'300 CHF 280'100 CHF 98.54% 98.54%

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