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 0.70% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 637'388 CHF 213'963 CHF 98.93% 98.93%
15.05.2024 0.72% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 625'249 CHF 209'916 CHF 98.80% 98.80%
14.05.2024 0.73% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 610'203 CHF 204'901 CHF 98.91% 98.91%
13.05.2024 0.72% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 619'378 CHF 207'959 CHF 93.59% 93.59%
10.05.2024 0.71% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 633'226 CHF 212'575 CHF 98.89% 98.89%
08.05.2024 0.80% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 559'284 CHF 187'928 CHF 98.82% 98.82%
07.05.2024 0.82% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 550'403 CHF 184'968 CHF 97.90% 97.90%
06.05.2024 1.19% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 377'341 CHF 127'280 CHF 98.84% 98.84%
03.05.2024 1.20% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 372'192 CHF 125'564 CHF 98.84% 98.84%
02.05.2024 1.16% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 385'175 CHF 129'892 CHF 98.94% 98.94%

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