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 1.01% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 590'302 CHF 198'767 CHF 98.74% 98.74%
15.05.2024 0.95% 0.98 CHF 0.99 CHF 600'000 200'000 600'000 200'000 629'412 CHF 211'804 CHF 98.69% 98.69%
14.05.2024 1.04% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 571'391 CHF 192'464 CHF 98.80% 98.80%
13.05.2024 1.02% 1.00 CHF 1.00 CHF 600'000 200'000 600'000 200'000 586'496 CHF 197'499 CHF 93.45% 93.45%
10.05.2024 1.03% 1.00 CHF 1.01 CHF 600'000 200'000 600'000 200'000 582'272 CHF 196'091 CHF 98.80% 98.80%
08.05.2024 0.97% 1.03 CHF 1.05 CHF 600'000 200'000 600'000 200'000 614'851 CHF 206'950 CHF 98.72% 98.72%
07.05.2024 1.01% 1.00 CHF 1.01 CHF 600'000 200'000 600'000 200'000 592'688 CHF 199'563 CHF 98.73% 98.73%
06.05.2024 1.05% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 569'612 CHF 191'871 CHF 98.81% 98.81%
03.05.2024 1.00% 1.01 CHF 1.02 CHF 600'000 200'000 600'000 200'000 598'101 CHF 201'367 CHF 98.73% 98.73%
02.05.2024 0.97% 0.99 CHF 1.00 CHF 600'000 200'000 600'000 200'000 613'961 CHF 206'654 CHF 98.77% 98.77%

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