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 0.82% 1.28 CHF 1.29 CHF 750'000 250'000 750'000 250'000 915'733 CHF 307'744 CHF 94.90% 94.90%
14.05.2024 0.83% 1.21 CHF 1.22 CHF 750'000 250'000 750'000 250'000 903'555 CHF 303'685 CHF 99.36% 99.36%
13.05.2024 0.79% 1.25 CHF 1.26 CHF 750'000 250'000 750'000 250'000 940'306 CHF 315'935 CHF 98.73% 98.73%
10.05.2024 0.81% 1.21 CHF 1.22 CHF 750'000 250'000 750'000 250'000 917'926 CHF 308'475 CHF 99.36% 99.36%
08.05.2024 0.80% 1.22 CHF 1.23 CHF 750'000 250'000 750'000 250'000 929'359 CHF 312'286 CHF 99.37% 99.37%
07.05.2024 0.87% 1.22 CHF 1.23 CHF 750'000 250'000 750'000 250'000 862'116 CHF 289'872 CHF 98.14% 98.14%
06.05.2024 0.88% 1.13 CHF 1.14 CHF 750'000 250'000 750'000 250'000 845'798 CHF 284'433 CHF 99.38% 99.38%
03.05.2024 0.88% 1.13 CHF 1.14 CHF 750'000 250'000 750'000 250'000 846'152 CHF 284'551 CHF 99.34% 99.34%
02.05.2024 0.91% 1.09 CHF 1.10 CHF 750'000 250'000 750'000 250'000 822'466 CHF 276'655 CHF 99.34% 99.34%
30.04.2024 0.92% 1.07 CHF 1.08 CHF 750'000 250'000 750'000 250'000 814'880 CHF 274'127 CHF 99.37% 99.37%

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