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 3.85% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 255'165 CHF 132'583 CHF 97.46% 97.46%
14.05.2024 3.39% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 290'109 CHF 150'054 CHF 97.24% 97.24%
13.05.2024 3.51% 0.29 CHF 0.30 CHF 1'000'000 500'000 1'000'000 500'000 280'212 CHF 145'106 CHF 99.05% 99.05%
10.05.2024 3.34% 0.30 CHF 0.31 CHF 1'000'000 500'000 1'000'000 500'000 294'576 CHF 152'288 CHF 99.58% 99.58%
08.05.2024 2.90% 0.33 CHF 0.34 CHF 1'000'000 500'000 1'000'000 482'913 340'406 CHF 168'877 CHF 99.49% 99.49%
07.05.2024 2.85% 0.33 CHF 0.34 CHF 1'000'000 500'000 1'000'000 500'000 346'074 CHF 178'037 CHF 99.59% 99.59%
06.05.2024 2.55% 0.38 CHF 0.39 CHF 1'000'000 400'000 1'000'000 400'000 386'724 CHF 158'690 CHF 99.55% 99.55%
03.05.2024 2.07% 0.44 CHF 0.45 CHF 1'000'000 400'000 1'000'000 400'000 479'349 CHF 195'739 CHF 99.40% 99.40%
02.05.2024 1.69% 0.59 CHF 0.60 CHF 900'000 300'000 900'000 300'000 529'397 CHF 179'466 CHF 99.57% 99.57%
30.04.2024 1.92% 0.55 CHF 0.56 CHF 900'000 300'000 999'759 399'759 515'871 CHF 210'266 CHF 99.37% 99.37%

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