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 3.95% 0.23 CHF 0.24 CHF 1'000'000 1'000'000 1'000'000 1'000'000 248'870 CHF 258'870 CHF 98.86% 98.86%
14.05.2024 3.50% 0.27 CHF 0.28 CHF 750'000 750'000 750'000 750'000 210'849 CHF 218'349 CHF 99.40% 99.40%
13.05.2024 3.49% 0.28 CHF 0.29 CHF 750'000 750'000 750'000 750'000 211'400 CHF 218'900 CHF 98.92% 98.92%
10.05.2024 3.25% 0.29 CHF 0.30 CHF 750'000 750'000 750'000 750'000 227'559 CHF 235'059 CHF 100.00% 100.00%
08.05.2024 2.60% 0.37 CHF 0.38 CHF 500'000 500'000 500'000 500'000 189'857 CHF 194'857 CHF 99.67% 99.67%
07.05.2024 2.21% 0.41 CHF 0.42 CHF 500'000 500'000 500'000 500'000 224'632 CHF 229'632 CHF 96.81% 96.81%
06.05.2024 1.84% 0.55 CHF 0.56 CHF 500'000 500'000 500'000 500'000 269'740 CHF 274'740 CHF 99.85% 99.85%
03.05.2024 1.63% 0.61 CHF 0.62 CHF 250'000 250'000 250'000 250'000 152'165 CHF 154'665 CHF 95.16% 95.16%
02.05.2024 1.58% 0.66 CHF 0.67 CHF 500'000 500'000 500'000 500'000 313'672 CHF 318'672 CHF 99.37% 99.37%
30.04.2024 1.70% 0.61 CHF 0.62 CHF 500'000 500'000 500'000 500'000 290'916 CHF 295'916 CHF 99.84% 99.84%

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