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 0.64% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 466'618 CHF 156'539 CHF 98.47% 98.47%
15.05.2024 0.67% 1.52 CHF 1.53 CHF 300'000 100'000 314'357 104'786 467'529 CHF 156'891 CHF 98.33% 98.33%
14.05.2024 0.68% 1.50 CHF 1.51 CHF 450'000 150'000 438'429 146'143 642'096 CHF 215'493 CHF 99.36% 99.36%
13.05.2024 0.68% 1.46 CHF 1.47 CHF 450'000 150'000 445'655 148'552 651'545 CHF 218'667 CHF 98.93% 98.93%
10.05.2024 0.68% 1.45 CHF 1.46 CHF 450'000 150'000 426'299 142'100 627'131 CHF 210'465 CHF 99.38% 99.38%
08.05.2024 0.70% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 644'486 CHF 216'329 CHF 99.37% 99.37%
07.05.2024 0.72% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 618'899 CHF 207'800 CHF 94.65% 94.65%
06.05.2024 0.73% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 615'102 CHF 206'534 CHF 99.36% 99.36%
03.05.2024 0.76% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 587'000 CHF 197'167 CHF 99.35% 99.35%
02.05.2024 0.79% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 567'129 CHF 190'543 CHF 99.36% 99.36%

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