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 3.24% 0.29 CHF 0.30 CHF 1'000'000 400'000 994'443 394'443 301'904 CHF 123'637 CHF 98.30% 98.30%
14.05.2024 2.80% 0.34 CHF 0.35 CHF 900'000 300'000 900'000 300'000 317'683 CHF 108'894 CHF 99.37% 99.37%
13.05.2024 3.18% 0.30 CHF 0.31 CHF 1'000'000 400'000 992'462 392'462 307'405 CHF 125'394 CHF 98.92% 98.92%
10.05.2024 3.09% 0.33 CHF 0.34 CHF 900'000 300'000 985'607 385'607 313'858 CHF 126'575 CHF 99.36% 99.36%
08.05.2024 2.67% 0.37 CHF 0.38 CHF 900'000 300'000 900'000 300'000 332'471 CHF 113'824 CHF 99.35% 99.35%
07.05.2024 2.50% 0.37 CHF 0.38 CHF 900'000 300'000 900'000 300'000 356'439 CHF 121'813 CHF 94.63% 94.63%
06.05.2024 2.33% 0.42 CHF 0.43 CHF 900'000 300'000 832'689 277'563 353'439 CHF 120'589 CHF 99.36% 99.36%
03.05.2024 2.10% 0.45 CHF 0.46 CHF 750'000 250'000 751'722 250'574 355'161 CHF 120'893 CHF 99.34% 99.34%
02.05.2024 2.25% 0.51 CHF 0.52 CHF 750'000 250'000 842'125 280'708 369'369 CHF 125'930 CHF 99.36% 99.36%
30.04.2024 2.40% 0.41 CHF 0.42 CHF 900'000 300'000 900'000 300'000 371'169 CHF 126'723 CHF 99.35% 99.35%

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