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 0.82% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 545'643 CHF 183'381 CHF 98.47% 98.47%
15.05.2024 0.87% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 517'766 CHF 174'089 CHF 98.33% 98.33%
14.05.2024 0.88% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 509'352 CHF 171'284 CHF 99.36% 99.36%
13.05.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 507'076 CHF 170'525 CHF 98.93% 98.93%
10.05.2024 0.88% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 511'798 CHF 172'099 CHF 99.38% 99.38%
08.05.2024 0.90% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 495'281 CHF 166'594 CHF 99.35% 99.35%
07.05.2024 0.95% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 471'887 CHF 158'796 CHF 94.65% 94.65%
06.05.2024 0.96% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 467'950 CHF 157'483 CHF 99.37% 99.37%
03.05.2024 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 442'594 CHF 149'031 CHF 99.35% 99.35%
02.05.2024 1.05% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 425'476 CHF 143'325 CHF 99.36% 99.36%

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