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
14.05.2024 1.09% 0.98 CHF 0.99 CHF 1'000'000 400'000 1'000'000 400'000 913'682 CHF 369'473 CHF 99.35% 99.35%
13.05.2024 1.09% 0.92 CHF 0.93 CHF 1'000'000 400'000 1'000'000 400'000 916'164 CHF 370'465 CHF 98.95% 98.95%
10.05.2024 1.18% 0.88 CHF 0.89 CHF 1'000'000 400'000 1'000'000 400'000 844'152 CHF 341'661 CHF 99.38% 99.38%
08.05.2024 1.61% 0.63 CHF 0.64 CHF 1'000'000 400'000 1'000'000 400'000 615'395 CHF 250'158 CHF 99.37% 99.37%
07.05.2024 2.09% 0.55 CHF 0.56 CHF 1'000'000 400'000 1'000'000 489'202 474'725 CHF 236'571 CHF 97.98% 97.98%
06.05.2024 2.81% 0.33 CHF 0.34 CHF 1'000'000 600'000 1'000'000 560'665 352'096 CHF 202'018 CHF 99.36% 99.36%
03.05.2024 3.36% 0.29 CHF 0.30 CHF 1'000'000 600'000 1'000'000 600'000 293'226 CHF 181'936 CHF 99.33% 99.33%
02.05.2024 3.41% 0.25 CHF 0.26 CHF 1'000'000 600'000 1'000'000 600'000 290'031 CHF 180'018 CHF 99.30% 99.30%
30.04.2024 2.82% 0.32 CHF 0.33 CHF 1'000'000 600'000 1'000'000 600'000 350'798 CHF 216'479 CHF 94.81% 94.81%
29.04.2024 2.36% 0.38 CHF 0.39 CHF 1'000'000 600'000 1'000'000 528'746 419'588 CHF 226'600 CHF 99.36% 99.36%

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