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
14.05.2024 0.77% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 579'458 CHF 194'653 CHF 99.36% 99.36%
13.05.2024 0.77% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 584'495 CHF 196'332 CHF 98.91% 98.91%
10.05.2024 0.80% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 563'844 CHF 189'448 CHF 99.38% 99.38%
08.05.2024 0.85% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 528'322 CHF 177'607 CHF 99.37% 99.37%
07.05.2024 0.82% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 549'686 CHF 184'729 CHF 99.37% 99.37%
06.05.2024 0.86% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 523'076 CHF 175'859 CHF 99.36% 99.36%
03.05.2024 0.87% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 517'729 CHF 174'076 CHF 99.17% 99.17%
02.05.2024 0.93% 1.07 CHF 1.08 CHF 600'000 200'000 542'126 180'713 579'569 CHF 195'001 CHF 99.27% 99.27%
30.04.2024 1.01% 0.98 CHF 0.99 CHF 600'000 200'000 600'000 200'000 592'808 CHF 199'603 CHF 99.35% 99.35%
29.04.2024 1.03% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 578'926 CHF 194'975 CHF 99.28% 99.28%

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