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 0.95% 1.02 CHF 1.03 CHF 600'000 200'000 600'000 200'000 632'092 CHF 212'697 CHF 99.01% 99.01%
14.05.2024 0.96% 1.08 CHF 1.09 CHF 600'000 200'000 600'000 200'000 623'062 CHF 209'688 CHF 99.28% 99.28%
13.05.2024 1.14% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 526'329 CHF 177'443 CHF 99.03% 99.03%
10.05.2024 1.07% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 558'120 CHF 188'040 CHF 92.45% 92.45%
08.05.2024 1.08% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 550'824 CHF 185'608 CHF 91.98% 91.98%
07.05.2024 1.06% 0.92 CHF 0.93 CHF 600'000 200'000 600'000 200'000 564'980 CHF 190'327 CHF 99.18% 99.18%
06.05.2024 1.00% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 596'884 CHF 200'961 CHF 99.32% 99.32%
03.05.2024 0.99% 1.01 CHF 1.02 CHF 600'000 200'000 600'000 200'000 602'832 CHF 202'944 CHF 99.24% 99.24%
02.05.2024 1.23% 0.91 CHF 0.92 CHF 750'000 250'000 750'000 250'000 610'444 CHF 205'981 CHF 94.46% 94.46%
30.04.2024 1.26% 0.80 CHF 0.81 CHF 750'000 250'000 750'000 250'000 593'534 CHF 200'345 CHF 99.14% 99.14%

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