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
15.05.2024 0.66% 1.48 CHF 1.49 CHF 150'000 150'000 150'000 150'000 225'877 CHF 227'377 CHF 43.91% 43.91%
14.05.2024 0.66% 1.50 CHF 1.51 CHF 150'000 150'000 150'000 150'000 227'845 CHF 229'345 CHF 98.93% 98.93%
13.05.2024 0.62% 1.55 CHF 1.56 CHF 150'000 150'000 150'000 150'000 240'210 CHF 241'710 CHF 66.09% 66.09%
10.05.2024 0.59% 1.61 CHF 1.62 CHF 150'000 150'000 150'000 150'000 255'045 CHF 256'545 CHF 96.35% 96.35%
08.05.2024 0.61% 1.63 CHF 1.64 CHF 150'000 150'000 150'000 150'000 245'146 CHF 246'646 CHF 99.18% 99.18%
07.05.2024 0.61% 1.69 CHF 1.70 CHF 150'000 150'000 150'000 150'000 246'156 CHF 247'656 CHF 87.85% 87.85%
06.05.2024 0.65% 1.58 CHF 1.59 CHF 150'000 150'000 150'000 150'000 231'791 CHF 233'291 CHF 98.94% 98.94%
03.05.2024 0.66% 1.55 CHF 1.56 CHF 150'000 150'000 150'000 150'000 226'079 CHF 227'579 CHF 99.13% 99.13%
02.05.2024 0.74% 1.40 CHF 1.41 CHF 150'000 150'000 150'000 150'000 202'905 CHF 204'405 CHF 98.85% 98.85%
30.04.2024 0.71% 1.42 CHF 1.43 CHF 120'000 150'000 150'000 150'000 209'613 CHF 211'113 CHF 57.34% 57.34%

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