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
25.04.2024 1.02% 0.97 CHF 0.98 CHF 1'000'000 1'000'000 1'000'000 1'000'000 970'962 CHF 980'962 CHF 99.29% 99.29%
24.04.2024 1.00% 1.00 CHF 1.01 CHF 1'000'000 1'000'000 999'879 999'879 997'537 CHF 1'007'540 CHF 99.54% 99.54%
23.04.2024 0.99% 0.98 CHF 0.99 CHF 1'000'000 1'000'000 999'795 999'795 1'008'060 CHF 1'018'060 CHF 97.59% 97.59%
22.04.2024 0.96% 1.04 CHF 1.05 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'033'550 CHF 1'043'550 CHF 100.00% 100.00%
19.04.2024 0.97% 1.01 CHF 1.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'021'420 CHF 1'031'420 CHF 100.00% 100.00%
18.04.2024 0.98% 1.02 CHF 1.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'011'030 CHF 1'021'030 CHF 100.00% 100.00%
17.04.2024 0.96% 1.04 CHF 1.05 CHF 1'000'000 1'000'000 998'049 998'049 1'039'970 CHF 1'049'970 CHF 100.00% 100.00%
16.04.2024 0.95% 1.05 CHF 1.06 CHF 1'000'000 1'000'000 998'247 998'247 1'051'970 CHF 1'061'970 CHF 99.81% 99.81%
15.04.2024 0.96% 1.05 CHF 1.06 CHF 1'000'000 1'000'000 999'768 999'768 1'035'580 CHF 1'045'580 CHF 99.36% 99.36%
12.04.2024 0.96% 1.05 CHF 1.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'032'980 CHF 1'042'980 CHF 100.00% 100.00%

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