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
08.05.2024 1.87% 0.27 CHF 0.28 CHF 3'000'000 3'000'000 2'999'650 2'999'650 796'214 CHF 811'214 CHF 99.44% 99.44%
07.05.2024 2.93% 0.28 CHF 0.28 CHF 3'000'000 3'000'000 2'998'230 2'998'230 1'002'570 CHF 1'032'280 CHF 100.00% 100.00%
06.05.2024 2.38% 0.40 CHF 0.41 CHF 3'000'000 3'000'000 3'000'000 3'000'000 1'252'520 CHF 1'282'520 CHF 99.73% 99.73%
03.05.2024 2.01% 0.50 CHF 0.51 CHF 2'743'400 2'743'400 2'743'400 2'743'400 1'355'510 CHF 1'382'950 CHF 99.44% 99.44%
02.05.2024 1.88% 0.53 CHF 0.54 CHF 2'869'000 2'869'000 2'869'000 2'869'000 1'510'350 CHF 1'539'040 CHF 99.56% 99.56%
30.04.2024 2.09% 0.53 CHF 0.54 CHF 3'000'000 3'000'000 2'999'040 2'999'040 1'418'950 CHF 1'448'950 CHF 100.00% 100.00%
29.04.2024 2.48% 0.43 CHF 0.44 CHF 3'000'000 3'000'000 2'978'500 2'978'500 1'240'270 CHF 1'270'070 CHF 99.59% 99.59%
26.04.2024 2.13% 0.41 CHF 0.42 CHF 2'660'100 2'660'100 2'660'100 2'660'100 1'244'530 CHF 1'271'130 CHF 99.14% 99.14%
25.04.2024 1.80% 0.57 CHF 0.58 CHF 3'000'000 3'000'000 2'999'820 2'999'830 1'655'530 CHF 1'685'530 CHF 100.00% 100.00%
24.04.2024 2.28% 0.49 CHF 0.50 CHF 3'000'000 3'000'000 2'998'780 2'998'780 1'302'450 CHF 1'332'450 CHF 100.00% 100.00%

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