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 0.95% 1.03 CHF 1.04 CHF 250'000 250'000 250'000 250'000 263'217 CHF 265'717 CHF 99.44% 99.44%
22.05.2024 0.97% 1.02 CHF 1.03 CHF 250'000 250'000 250'003 250'003 257'218 CHF 259'718 CHF 96.83% 96.83%
21.05.2024 0.92% 1.07 CHF 1.08 CHF 250'000 250'000 250'000 250'000 269'170 CHF 271'670 CHF 99.65% 99.65%
17.05.2024 0.91% 1.10 CHF 1.11 CHF 250'000 250'000 250'000 250'000 272'190 CHF 274'690 CHF 99.35% 99.35%
16.05.2024 0.97% 1.02 CHF 1.03 CHF 250'000 250'000 250'000 250'000 255'816 CHF 258'316 CHF 99.26% 99.26%
15.05.2024 1.09% 0.97 CHF 0.98 CHF 250'000 250'000 250'000 250'000 228'062 CHF 230'562 CHF 98.55% 98.55%
14.05.2024 1.21% 0.86 CHF 0.87 CHF 250'000 250'000 250'000 250'000 205'622 CHF 208'122 CHF 99.40% 99.40%
13.05.2024 1.21% 0.82 CHF 0.83 CHF 250'000 250'000 250'000 250'000 205'721 CHF 208'221 CHF 98.92% 98.92%
10.05.2024 1.27% 0.80 CHF 0.81 CHF 250'000 250'000 250'000 250'000 194'927 CHF 197'427 CHF 100.00% 100.00%
08.05.2024 1.58% 0.64 CHF 0.65 CHF 250'000 250'000 250'000 250'000 157'324 CHF 159'824 CHF 99.67% 99.67%

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