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
16.05.2024 3.06% 0.32 CHF 0.33 CHF 1'000'000 500'000 1'000'000 500'000 322'065 CHF 166'033 CHF 98.50% 98.50%
15.05.2024 3.31% 0.32 CHF 0.33 CHF 1'000'000 500'000 1'000'000 500'000 297'017 CHF 153'509 CHF 98.31% 98.31%
14.05.2024 3.19% 0.30 CHF 0.31 CHF 1'000'000 500'000 1'000'000 500'000 308'223 CHF 159'111 CHF 99.36% 99.36%
13.05.2024 3.17% 0.30 CHF 0.31 CHF 1'000'000 500'000 1'000'000 500'000 310'636 CHF 160'318 CHF 98.92% 98.92%
10.05.2024 3.24% 0.31 CHF 0.32 CHF 1'000'000 500'000 1'000'000 500'000 303'537 CHF 156'768 CHF 99.37% 99.37%
08.05.2024 3.74% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 592'356 262'905 CHF 160'728 CHF 99.35% 99.35%
07.05.2024 4.37% 0.23 CHF 0.24 CHF 1'000'000 750'000 1'000'000 750'000 224'127 CHF 175'595 CHF 94.61% 94.61%
06.05.2024 4.04% 0.22 CHF 0.23 CHF 1'000'000 750'000 1'000'000 750'000 242'900 CHF 189'675 CHF 99.37% 99.37%
03.05.2024 4.08% 0.23 CHF 0.24 CHF 1'000'000 750'000 1'000'000 750'000 240'302 CHF 187'727 CHF 99.36% 99.36%
02.05.2024 4.18% 0.23 CHF 0.24 CHF 1'000'000 750'000 1'000'000 750'000 234'401 CHF 183'301 CHF 99.37% 99.37%

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