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 0.97% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 461'452 CHF 155'317 CHF 98.49% 98.49%
15.05.2024 0.92% 1.09 CHF 1.10 CHF 450'000 150'000 449'994 150'000 485'004 CHF 163'170 CHF 98.31% 98.31%
14.05.2024 0.94% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 475'212 CHF 159'904 CHF 99.35% 99.35%
13.05.2024 0.97% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 461'831 CHF 155'444 CHF 98.92% 98.92%
10.05.2024 1.04% 0.99 CHF 1.00 CHF 450'000 150'000 449'983 150'000 429'955 CHF 144'824 CHF 99.38% 99.38%
08.05.2024 1.15% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 389'554 CHF 131'351 CHF 99.35% 99.35%
07.05.2024 1.28% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 349'126 CHF 117'875 CHF 94.70% 94.70%
06.05.2024 1.35% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 330'464 CHF 111'655 CHF 99.37% 99.37%
03.05.2024 1.34% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 334'349 CHF 112'950 CHF 99.34% 99.34%
02.05.2024 1.29% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 346'575 CHF 117'025 CHF 99.36% 99.36%

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