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
25.09.2024 0.85% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 527'301 CHF 177'267 CHF 96.36% 96.36%
24.09.2024 0.81% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 555'653 CHF 186'718 CHF 99.29% 99.29%
23.09.2024 0.81% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 552'763 CHF 185'754 CHF 99.40% 99.40%
20.09.2024 0.81% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 556'116 CHF 186'872 CHF 98.72% 98.72%
19.09.2024 0.77% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 581'146 CHF 195'215 CHF 99.42% 99.42%
18.09.2024 0.82% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 546'713 CHF 183'738 CHF 98.95% 98.95%
12.09.2024 0.90% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 500'438 CHF 168'313 CHF 98.69% 98.69%
11.09.2024 0.92% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 486'797 CHF 163'766 CHF 99.42% 99.42%
10.09.2024 0.85% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 527'174 CHF 177'225 CHF 97.24% 97.24%
09.09.2024 0.83% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 540'692 CHF 181'731 CHF 99.42% 99.42%

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