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 0.87% 1.12 CHF 1.13 CHF 300'000 100'000 300'000 100'000 342'312 CHF 115'104 CHF 98.48% 98.48%
15.05.2024 0.93% 1.11 CHF 1.12 CHF 300'000 100'000 444'400 148'133 476'885 CHF 160'443 CHF 98.33% 98.33%
14.05.2024 0.95% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 473'099 CHF 159'200 CHF 99.36% 99.36%
13.05.2024 0.95% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 471'346 CHF 158'615 CHF 98.93% 98.93%
10.05.2024 0.94% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 477'503 CHF 160'668 CHF 99.38% 99.38%
08.05.2024 0.98% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 459'121 CHF 154'540 CHF 99.35% 99.35%
07.05.2024 1.03% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 434'071 CHF 146'190 CHF 94.66% 94.66%
06.05.2024 1.04% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 430'133 CHF 144'878 CHF 99.36% 99.36%
03.05.2024 1.11% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 402'800 CHF 135'767 CHF 99.34% 99.34%
02.05.2024 1.17% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 383'262 CHF 129'254 CHF 99.37% 99.37%

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