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
14.05.2024 1.58% 0.64 CHF 0.65 CHF 1'669'200 1'669'200 1'669'070 1'669'070 1'047'870 CHF 1'064'560 CHF 100.00% 100.00%
13.05.2024 1.56% 0.63 CHF 0.64 CHF 1'655'900 1'655'900 1'655'900 1'655'900 1'055'770 CHF 1'072'330 CHF 100.00% 100.00%
10.05.2024 1.56% 0.62 CHF 0.63 CHF 1'685'500 1'685'500 1'685'500 1'685'500 1'075'130 CHF 1'091'980 CHF 100.00% 100.00%
08.05.2024 1.75% 0.58 CHF 0.59 CHF 1'776'400 1'776'400 1'766'190 1'766'190 1'012'420 CHF 1'030'190 CHF 99.67% 99.67%
07.05.2024 1.72% 0.59 CHF 0.60 CHF 1'800'300 1'800'300 1'799'640 1'799'640 1'038'540 CHF 1'056'540 CHF 99.69% 99.69%
06.05.2024 1.87% 0.54 CHF 0.55 CHF 1'993'500 1'993'500 1'993'500 1'993'500 1'056'760 CHF 1'076'700 CHF 100.00% 100.00%
03.05.2024 2.09% 0.48 CHF 0.49 CHF 2'262'900 2'262'900 2'262'900 2'262'900 1'071'410 CHF 1'094'040 CHF 100.00% 100.00%
02.05.2024 2.31% 0.43 CHF 0.44 CHF 2'485'000 2'485'000 2'485'000 2'485'000 1'063'710 CHF 1'088'560 CHF 99.63% 99.63%
30.04.2024 1.95% 0.48 CHF 0.49 CHF 1'963'300 1'963'300 1'962'310 1'962'310 998'092 CHF 1'017'720 CHF 100.00% 100.00%
29.04.2024 1.92% 0.52 CHF 0.53 CHF 2'022'100 2'022'100 2'021'740 2'021'740 1'043'670 CHF 1'063'890 CHF 99.65% 99.65%

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