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 1.22% 0.83 CHF 0.84 CHF 1'000'000 1'000'000 998'593 998'593 818'158 CHF 828'158 CHF 100.00% 100.00%
15.05.2024 1.43% 0.81 CHF 0.82 CHF 1'000'000 1'000'000 960'923 960'923 794'311 CHF 804'149 CHF 99.54% 99.54%
14.05.2024 1.15% 0.85 CHF 0.86 CHF 1'000'000 1'000'000 1'000'000 1'000'000 861'348 CHF 871'348 CHF 99.84% 99.84%
13.05.2024 1.16% 0.85 CHF 0.86 CHF 1'000'000 1'000'000 1'000'000 1'000'000 855'999 CHF 865'999 CHF 100.00% 100.00%
10.05.2024 1.19% 0.85 CHF 0.86 CHF 1'000'000 1'000'000 1'000'000 1'000'000 834'687 CHF 844'687 CHF 100.00% 100.00%
08.05.2024 1.12% 0.89 CHF 0.90 CHF 1'000'000 1'000'000 999'806 999'806 888'027 CHF 898'027 CHF 99.41% 99.41%
07.05.2024 1.07% 0.90 CHF 0.91 CHF 1'000'000 1'000'000 999'069 999'069 926'553 CHF 936'553 CHF 100.00% 100.00%
06.05.2024 1.01% 0.97 CHF 0.98 CHF 1'000'000 1'000'000 1'000'000 1'000'000 988'875 CHF 998'875 CHF 99.74% 99.74%
03.05.2024 0.99% 1.04 CHF 1.05 CHF 1'000'000 1'000'000 987'203 987'203 1'024'850 CHF 1'034'800 CHF 99.29% 99.29%
02.05.2024 0.93% 1.07 CHF 1.08 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'070'890 CHF 1'080'890 CHF 98.92% 98.92%

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