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
16.05.2024 3.27% 0.28 CHF 0.29 CHF 1'000'000 250'000 1'000'000 250'000 301'325 CHF 77'831 CHF 99.17% 99.17%
15.05.2024 3.45% 0.33 CHF 0.34 CHF 1'000'000 250'000 999'962 250'000 287'045 CHF 74'264 CHF 94.73% 94.73%
14.05.2024 4.50% 0.18 CHF 0.19 CHF 1'000'000 250'000 1'000'000 249'964 218'774 CHF 57'186 CHF 99.17% 99.17%
13.05.2024 3.60% 0.27 CHF 0.28 CHF 1'000'000 250'000 1'000'000 250'000 273'122 CHF 70'781 CHF 98.53% 98.53%
10.05.2024 3.05% 0.31 CHF 0.32 CHF 1'000'000 250'000 1'000'000 250'000 323'419 CHF 83'355 CHF 99.16% 99.16%
08.05.2024 3.13% 0.29 CHF 0.30 CHF 1'000'000 250'000 1'000'000 250'000 315'189 CHF 81'297 CHF 99.17% 99.17%
07.05.2024 3.53% 0.29 CHF 0.30 CHF 1'000'000 250'000 1'000'000 250'000 278'471 CHF 72'118 CHF 97.92% 97.92%
06.05.2024 3.43% 0.27 CHF 0.28 CHF 1'000'000 250'000 1'000'000 250'000 286'519 CHF 74'130 CHF 99.17% 99.17%
03.05.2024 3.42% 0.30 CHF 0.31 CHF 1'000'000 250'000 1'000'000 250'000 288'090 CHF 74'522 CHF 99.15% 99.15%
02.05.2024 3.54% 0.25 CHF 0.26 CHF 1'000'000 250'000 1'000'000 250'000 277'976 CHF 71'994 CHF 99.15% 99.15%

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