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 0.63% 1.60 CHF 1.61 CHF 200'000 200'000 82'654 82'654 130'517 CHF 131'344 CHF 99.48% 99.48%
15.05.2024 0.81% 1.51 CHF 1.34 CHF 200'000 50'000 50'000 50'000 61'647 CHF 62'147 CHF 70.51% 99.15%
14.05.2024 0.87% 1.18 CHF 1.15 CHF 200'000 50'000 50'000 50'000 57'440 CHF 57'940 CHF 11.93% 99.53%
13.05.2024 0.87% 1.14 CHF 1.15 CHF 200'000 200'000 76'582 76'582 86'778 CHF 87'544 CHF 94.07% 98.99%
10.05.2024 0.89% 1.11 CHF 1.12 CHF 200'000 200'000 81'980 81'980 92'295 CHF 93'115 CHF 98.45% 98.45%
08.05.2024 0.87% 1.15 CHF 1.16 CHF 200'000 200'000 82'560 82'560 96'099 CHF 96'925 CHF 99.45% 99.45%
07.05.2024 0.82% 1.17 CHF 1.18 CHF 200'000 200'000 83'071 83'071 98'554 CHF 99'385 CHF 98.25% 98.25%
06.05.2024 0.91% 1.26 CHF 1.27 CHF 200'000 200'000 82'911 82'911 95'220 CHF 96'049 CHF 98.22% 98.22%
03.05.2024 1.18% 0.92 CHF 0.93 CHF 200'000 200'000 96'846 82'403 84'802 CHF 73'948 CHF 99.07% 99.07%
02.05.2024 1.54% 0.70 CHF 0.71 CHF 200'000 200'000 106'634 82'950 68'887 CHF 54'366 CHF 98.03% 98.03%

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