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
10.05.2024 2.74% 0.36 CHF 0.37 CHF 1'000'000 150'000 1'000'000 150'000 359'583 CHF 55'437 CHF 99.27% 99.27%
08.05.2024 3.07% 0.34 CHF 0.35 CHF 1'000'000 150'000 1'000'000 150'000 320'918 CHF 49'638 CHF 99.27% 99.27%
07.05.2024 3.16% 0.31 CHF 0.32 CHF 1'000'000 150'000 1'000'000 150'000 311'486 CHF 48'223 CHF 99.27% 99.27%
06.05.2024 3.35% 0.29 CHF 0.30 CHF 1'000'000 150'000 1'000'000 150'000 293'321 CHF 45'498 CHF 99.27% 99.27%
03.05.2024 3.56% 0.28 CHF 0.29 CHF 1'000'000 150'000 1'000'000 150'000 276'187 CHF 42'928 CHF 99.10% 99.10%
02.05.2024 3.61% 0.27 CHF 0.28 CHF 1'000'000 150'000 1'000'000 150'000 272'440 CHF 42'366 CHF 99.24% 99.24%
30.04.2024 3.56% 0.27 CHF 0.28 CHF 1'000'000 150'000 1'000'000 150'000 276'376 CHF 42'956 CHF 99.14% 99.14%
29.04.2024 3.32% 0.31 CHF 0.32 CHF 1'000'000 150'000 1'000'000 150'000 296'729 CHF 46'009 CHF 99.07% 99.07%
26.04.2024 3.45% 0.30 CHF 0.31 CHF 1'000'000 150'000 1'000'000 150'000 285'261 CHF 44'289 CHF 99.26% 99.26%
25.04.2024 3.72% 0.26 CHF 0.27 CHF 1'000'000 150'000 1'000'000 150'000 264'453 CHF 41'168 CHF 98.31% 98.31%

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