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
22.05.2024 0.95% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 469'194 CHF 157'898 CHF 99.57% 99.57%
21.05.2024 0.96% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 466'136 CHF 156'879 CHF 96.92% 96.92%
17.05.2024 0.99% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 451'043 CHF 151'848 CHF 99.60% 99.60%
16.05.2024 0.94% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 475'575 CHF 160'025 CHF 99.74% 99.74%
15.05.2024 1.00% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 448'141 CHF 150'880 CHF 99.51% 99.51%
14.05.2024 1.00% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 448'848 CHF 151'116 CHF 99.61% 99.61%
13.05.2024 0.96% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 467'080 CHF 157'193 CHF 98.92% 98.92%
10.05.2024 0.95% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 471'017 CHF 158'506 CHF 99.57% 99.57%
08.05.2024 0.99% 1.00 CHF 1.01 CHF 600'000 200'000 600'000 200'000 604'935 CHF 203'645 CHF 99.56% 99.56%
07.05.2024 0.97% 1.03 CHF 1.04 CHF 600'000 200'000 600'000 200'000 618'563 CHF 208'188 CHF 99.60% 99.60%

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