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
23.05.2024 0.88% 1.14 CHF 1.15 CHF 600'000 150'000 600'000 150'000 679'064 CHF 171'266 CHF 99.25% 99.25%
22.05.2024 0.89% 1.08 CHF 1.09 CHF 600'000 150'000 600'000 150'000 672'464 CHF 169'616 CHF 99.38% 99.38%
21.05.2024 0.80% 1.20 CHF 1.21 CHF 600'000 150'000 600'000 150'000 745'182 CHF 187'796 CHF 99.27% 99.27%
17.05.2024 0.77% 1.30 CHF 1.31 CHF 600'000 150'000 600'000 150'000 778'478 CHF 196'120 CHF 99.14% 99.14%
16.05.2024 1.11% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 539'220 CHF 181'740 CHF 99.36% 99.36%
15.05.2024 1.12% 0.94 CHF 0.95 CHF 600'000 200'000 606'244 202'081 537'334 CHF 181'132 CHF 99.15% 99.15%
14.05.2024 1.10% 0.91 CHF 0.92 CHF 600'000 200'000 613'942 204'647 553'013 CHF 186'384 CHF 99.35% 99.35%
13.05.2024 1.15% 0.85 CHF 0.86 CHF 750'000 250'000 706'425 235'475 609'378 CHF 205'481 CHF 98.84% 98.84%
10.05.2024 1.13% 0.88 CHF 0.89 CHF 600'000 200'000 613'332 204'444 539'764 CHF 181'966 CHF 99.36% 99.36%
08.05.2024 1.31% 0.78 CHF 0.79 CHF 750'000 250'000 750'000 250'000 571'055 CHF 192'852 CHF 99.37% 99.37%

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