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 450'000 150'000 450'000 150'000 696'267 CHF 233'589 CHF 99.58% 99.58%
15.05.2024 0.68% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 659'833 CHF 221'444 CHF 99.49% 99.49%
14.05.2024 0.68% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 659'405 CHF 221'302 CHF 99.61% 99.61%
13.05.2024 0.66% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 682'483 CHF 228'994 CHF 98.91% 98.91%
10.05.2024 0.65% 1.55 CHF 1.56 CHF 450'000 150'000 450'000 150'000 687'839 CHF 230'780 CHF 99.53% 99.53%
08.05.2024 0.68% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 661'908 CHF 222'136 CHF 99.57% 99.57%
07.05.2024 0.67% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 670'979 CHF 225'160 CHF 99.54% 99.54%
06.05.2024 0.69% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 646'404 CHF 216'968 CHF 99.59% 99.59%
03.05.2024 0.73% 1.40 CHF 1.41 CHF 450'000 150'000 450'000 150'000 613'715 CHF 206'072 CHF 99.49% 99.49%
02.05.2024 0.75% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 597'213 CHF 200'571 CHF 99.57% 99.57%

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