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 2.15% 0.40 CHF 0.41 CHF 2'531'200 2'531'200 2'524'670 2'524'670 1'169'040 CHF 1'194'360 CHF 100.00% 100.00%
14.05.2024 1.87% 0.50 CHF 0.51 CHF 2'259'800 2'259'800 2'259'590 2'259'590 1'196'410 CHF 1'219'010 CHF 99.98% 99.98%
13.05.2024 1.88% 0.52 CHF 0.53 CHF 2'199'700 2'199'700 2'199'700 2'199'700 1'160'710 CHF 1'182'710 CHF 100.00% 100.00%
10.05.2024 1.85% 0.56 CHF 0.57 CHF 2'107'300 2'107'300 2'107'300 2'107'300 1'127'790 CHF 1'148'860 CHF 100.00% 100.00%
08.05.2024 1.68% 0.58 CHF 0.59 CHF 2'071'900 2'071'900 2'071'690 2'071'690 1'221'470 CHF 1'242'190 CHF 96.63% 96.63%
07.05.2024 1.71% 0.55 CHF 0.56 CHF 2'077'500 2'077'500 2'077'140 2'077'010 1'208'220 CHF 1'228'920 CHF 98.36% 98.36%
06.05.2024 1.50% 0.64 CHF 0.65 CHF 1'716'800 1'716'800 1'716'800 1'716'800 1'133'340 CHF 1'150'510 CHF 100.00% 100.00%
03.05.2024 1.20% 0.77 CHF 0.78 CHF 1'183'700 1'183'700 1'183'700 1'183'700 993'612 CHF 1'005'450 CHF 99.97% 99.97%
02.05.2024 0.92% 1.08 CHF 1.09 CHF 944'700 944'700 944'698 944'700 1'025'020 CHF 1'034'470 CHF 99.55% 99.55%
30.04.2024 1.13% 0.97 CHF 0.98 CHF 1'386'000 1'386'000 1'385'530 1'385'530 1'224'560 CHF 1'238'420 CHF 99.99% 99.99%

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