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 0.81% 1.21 CHF 1.22 CHF 600'000 200'000 600'000 200'000 740'564 CHF 248'855 CHF 98.74% 98.74%
15.05.2024 0.77% 1.23 CHF 1.24 CHF 600'000 200'000 600'000 200'000 779'449 CHF 261'816 CHF 98.71% 98.71%
14.05.2024 0.83% 1.21 CHF 1.22 CHF 600'000 200'000 600'000 200'000 721'368 CHF 242'456 CHF 98.80% 98.80%
13.05.2024 0.81% 1.25 CHF 1.25 CHF 600'000 200'000 600'000 200'000 736'181 CHF 247'394 CHF 93.39% 93.39%
10.05.2024 0.82% 1.25 CHF 1.26 CHF 600'000 200'000 600'000 200'000 731'884 CHF 245'961 CHF 98.78% 98.78%
08.05.2024 0.78% 1.29 CHF 1.30 CHF 600'000 200'000 600'000 200'000 764'330 CHF 256'777 CHF 98.72% 98.72%
07.05.2024 0.81% 1.25 CHF 1.26 CHF 600'000 200'000 600'000 200'000 742'055 CHF 249'352 CHF 98.72% 98.72%
06.05.2024 0.83% 1.19 CHF 1.20 CHF 600'000 200'000 600'000 200'000 718'827 CHF 241'609 CHF 98.79% 98.79%
03.05.2024 0.80% 1.25 CHF 1.26 CHF 600'000 200'000 600'000 200'000 747'320 CHF 251'107 CHF 98.73% 98.73%
02.05.2024 0.78% 1.24 CHF 1.25 CHF 600'000 200'000 600'000 200'000 763'339 CHF 256'446 CHF 98.77% 98.77%

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