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 0.97% 1.10 CHF 1.11 CHF 1'000'000 100'000 1'000'000 100'000 1'023'150 CHF 103'315 CHF 94.66% 94.66%
14.05.2024 1.09% 0.96 CHF 0.97 CHF 1'000'000 100'000 1'000'000 100'000 912'722 CHF 92'272 CHF 99.16% 99.16%
13.05.2024 1.09% 0.92 CHF 0.93 CHF 1'000'000 100'000 1'000'000 100'000 910'274 CHF 92'027 CHF 98.75% 98.75%
10.05.2024 1.17% 0.87 CHF 0.88 CHF 1'000'000 100'000 1'000'000 100'000 848'066 CHF 85'807 CHF 99.17% 99.17%
08.05.2024 1.48% 0.69 CHF 0.70 CHF 1'000'000 100'000 1'000'000 100'000 670'851 CHF 68'085 CHF 99.17% 99.17%
07.05.2024 1.78% 0.62 CHF 0.63 CHF 1'000'000 100'000 999'983 100'000 559'337 CHF 56'935 CHF 97.78% 97.78%
06.05.2024 2.14% 0.45 CHF 0.46 CHF 1'000'000 100'000 1'000'000 100'000 463'805 CHF 47'381 CHF 99.17% 99.17%
03.05.2024 2.38% 0.41 CHF 0.42 CHF 1'000'000 100'000 1'000'000 100'000 415'004 CHF 42'500 CHF 99.16% 99.16%
02.05.2024 2.40% 0.38 CHF 0.39 CHF 1'000'000 100'000 1'000'000 100'000 413'252 CHF 42'325 CHF 99.10% 99.10%
30.04.2024 2.14% 0.43 CHF 0.44 CHF 1'000'000 100'000 1'000'000 100'000 462'359 CHF 47'236 CHF 94.60% 94.60%

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