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 2.81% 0.35 CHF 0.36 CHF 2'629'000 2'629'000 2'628'840 2'628'840 923'590 CHF 949'880 CHF 100.00% 100.00%
24.04.2024 2.55% 0.37 CHF 0.38 CHF 2'595'000 2'595'000 2'594'160 2'594'160 1'004'380 CHF 1'030'330 CHF 100.00% 100.00%
23.04.2024 2.66% 0.38 CHF 0.39 CHF 2'774'600 2'774'600 2'774'380 2'774'380 1'027'950 CHF 1'055'700 CHF 100.00% 100.00%
22.04.2024 2.82% 0.35 CHF 0.36 CHF 2'848'200 2'848'200 2'847'540 2'847'540 994'824 CHF 1'023'310 CHF 100.00% 100.00%
19.04.2024 2.97% 0.34 CHF 0.35 CHF 2'843'600 2'843'600 2'843'600 2'843'600 944'382 CHF 972'818 CHF 100.00% 100.00%
18.04.2024 2.91% 0.35 CHF 0.36 CHF 2'944'600 2'944'600 2'944'600 2'944'600 998'172 CHF 1'027'620 CHF 99.68% 99.68%
17.04.2024 2.89% 0.33 CHF 0.34 CHF 3'000'000 3'000'000 2'994'190 2'994'190 1'024'270 CHF 1'054'270 CHF 100.00% 100.00%
16.04.2024 3.10% 0.31 CHF 0.32 CHF 2'780'000 2'780'000 2'779'590 2'779'590 883'492 CHF 911'292 CHF 99.92% 99.92%
15.04.2024 2.72% 0.35 CHF 0.36 CHF 2'855'500 2'855'500 2'855'500 2'855'500 1'035'610 CHF 1'064'160 CHF 99.83% 99.83%
12.04.2024 2.73% 0.33 CHF 0.34 CHF 2'820'800 2'820'800 2'820'800 2'820'800 1'021'070 CHF 1'049'280 CHF 100.00% 100.00%

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