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 0.81% 1.22 CHF 1.23 CHF 250'000 250'000 250'003 250'003 307'724 CHF 310'224 CHF 96.83% 96.83%
21.05.2024 0.78% 1.27 CHF 1.28 CHF 250'000 250'000 250'000 250'000 319'626 CHF 322'126 CHF 99.65% 99.65%
17.05.2024 0.77% 1.30 CHF 1.31 CHF 250'000 250'000 250'000 250'000 322'611 CHF 325'111 CHF 99.35% 99.35%
16.05.2024 0.81% 1.22 CHF 1.23 CHF 250'000 250'000 250'000 250'000 306'335 CHF 308'835 CHF 99.26% 99.26%
15.05.2024 0.89% 1.17 CHF 1.18 CHF 250'000 250'000 250'000 250'000 278'660 CHF 281'160 CHF 98.86% 98.86%
14.05.2024 0.97% 1.06 CHF 1.07 CHF 250'000 250'000 250'000 250'000 256'105 CHF 258'605 CHF 99.40% 99.40%
13.05.2024 0.97% 1.03 CHF 1.04 CHF 250'000 250'000 250'000 250'000 256'384 CHF 258'884 CHF 98.92% 98.92%
10.05.2024 1.01% 1.00 CHF 1.01 CHF 250'000 250'000 250'000 250'000 245'372 CHF 247'872 CHF 100.00% 100.00%
08.05.2024 1.20% 0.85 CHF 0.86 CHF 250'000 250'000 250'000 250'000 207'749 CHF 210'249 CHF 99.67% 99.67%
07.05.2024 1.38% 0.78 CHF 0.79 CHF 250'000 250'000 250'000 250'000 180'654 CHF 183'154 CHF 96.78% 96.78%

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