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 0.49% 2.00 CHF 2.01 CHF 1'000'000 400'000 1'000'000 400'000 2'018'870 CHF 811'547 CHF 99.27% 99.27%
15.05.2024 0.49% 2.06 CHF 2.07 CHF 1'000'000 400'000 1'000'000 400'000 2'034'910 CHF 817'962 CHF 99.08% 99.08%
14.05.2024 0.52% 1.98 CHF 1.99 CHF 1'000'000 400'000 1'000'000 400'000 1'933'340 CHF 777'334 CHF 99.27% 99.27%
13.05.2024 0.51% 1.93 CHF 1.94 CHF 1'000'000 400'000 1'000'000 400'000 1'942'870 CHF 781'148 CHF 98.81% 98.81%
10.05.2024 0.55% 1.87 CHF 1.88 CHF 1'000'000 400'000 1'000'000 400'000 1'810'800 CHF 728'321 CHF 99.27% 99.27%
08.05.2024 0.56% 1.74 CHF 1.75 CHF 1'000'000 400'000 1'000'000 400'000 1'766'920 CHF 710'766 CHF 99.27% 99.27%
07.05.2024 0.52% 1.90 CHF 1.91 CHF 1'000'000 400'000 1'000'000 301'446 1'935'040 CHF 591'894 CHF 99.27% 99.27%
06.05.2024 0.73% 1.40 CHF 1.41 CHF 1'000'000 100'000 1'000'000 100'000 1'362'950 CHF 137'295 CHF 99.27% 99.27%
03.05.2024 0.77% 1.31 CHF 1.32 CHF 1'000'000 100'000 1'000'000 100'000 1'286'180 CHF 129'618 CHF 99.14% 99.14%
02.05.2024 0.80% 1.23 CHF 1.24 CHF 1'000'000 100'000 1'000'000 100'000 1'250'810 CHF 126'081 CHF 99.19% 99.19%

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