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
15.05.2024 0.93% 1.11 CHF 1.12 CHF 2'821'000 2'821'000 2'813'540 2'813'540 3'015'190 CHF 3'043'400 CHF 99.55% 99.55%
14.05.2024 0.98% 1.03 CHF 1.04 CHF 2'782'800 2'782'800 2'782'690 2'782'690 2'821'240 CHF 2'849'070 CHF 99.84% 99.84%
13.05.2024 0.97% 1.03 CHF 1.04 CHF 2'732'300 2'732'300 2'732'300 2'732'300 2'815'620 CHF 2'842'950 CHF 100.00% 100.00%
10.05.2024 0.94% 1.05 CHF 1.06 CHF 2'842'200 2'842'200 2'842'200 2'842'200 3'025'940 CHF 3'054'360 CHF 100.00% 100.00%
08.05.2024 1.09% 0.90 CHF 0.91 CHF 3'000'000 3'000'000 2'999'680 2'999'680 2'733'140 CHF 2'763'140 CHF 99.44% 99.44%
07.05.2024 1.20% 0.89 CHF 0.90 CHF 3'000'000 3'000'000 2'998'300 2'998'300 2'482'750 CHF 2'512'750 CHF 100.00% 100.00%
06.05.2024 1.32% 0.77 CHF 0.78 CHF 3'000'000 3'000'000 3'000'000 3'000'000 2'257'320 CHF 2'287'320 CHF 99.73% 99.73%
03.05.2024 1.42% 0.70 CHF 0.71 CHF 3'000'000 3'000'000 3'000'000 3'000'000 2'093'780 CHF 2'123'780 CHF 99.46% 99.46%
02.05.2024 1.46% 0.68 CHF 0.69 CHF 3'000'000 3'000'000 3'000'000 3'000'000 2'043'350 CHF 2'073'350 CHF 99.57% 99.57%
30.04.2024 1.36% 0.68 CHF 0.69 CHF 3'000'000 3'000'000 2'998'700 2'998'700 2'188'210 CHF 2'218'210 CHF 100.00% 100.00%

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