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
17.05.2024 0.97% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 461'362 CHF 155'287 CHF 98.92% 98.92%
16.05.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 458'997 CHF 154'499 CHF 99.05% 99.05%
15.05.2024 0.98% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 458'560 CHF 154'353 CHF 98.40% 98.40%
14.05.2024 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 441'725 CHF 148'742 CHF 99.56% 99.56%
13.05.2024 0.96% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 468'461 CHF 157'654 CHF 98.65% 98.65%
10.05.2024 0.95% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 469'734 CHF 158'078 CHF 96.95% 96.95%
08.05.2024 1.02% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 438'918 CHF 147'806 CHF 99.35% 99.35%
07.05.2024 1.12% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 398'541 CHF 134'347 CHF 99.57% 99.57%
06.05.2024 1.22% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 367'340 CHF 123'947 CHF 99.55% 99.55%
03.05.2024 1.34% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 332'949 CHF 112'483 CHF 98.64% 98.64%

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