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
17.05.2024 7.25% 0.14 CHF 0.15 CHF 2'083'800 2'083'800 1'708'010 1'701'980 218'417 CHF 226'517 CHF 100.00% 100.00%
16.05.2024 7.65% 0.13 CHF 0.14 CHF 3'000'000 3'000'000 2'459'300 2'449'930 283'353 CHF 295'219 CHF 100.00% 100.00%
15.05.2024 7.05% 0.12 CHF 0.12 CHF 1'297'300 1'297'300 1'058'750 1'054'960 185'308 CHF 190'337 CHF 99.50% 99.50%
14.05.2024 7.72% 0.17 CHF 0.17 CHF 1'048'600 1'048'600 854'889 854'875 130'398 CHF 135'055 CHF 99.94% 99.94%
13.05.2024 6.34% 0.23 CHF 0.24 CHF 3'000'000 3'000'000 2'462'290 2'452'630 372'245 CHF 383'955 CHF 100.00% 100.00%
10.05.2024 7.39% 0.10 CHF 0.11 CHF 2'661'800 2'661'800 2'191'700 2'184'640 259'385 CHF 269'941 CHF 98.64% 98.64%
08.05.2024 7.76% 0.13 CHF 0.14 CHF 2'431'600 2'431'600 2'002'470 1'995'940 192'940 CHF 202'472 CHF 98.41% 98.41%
07.05.2024 6.21% 0.14 CHF 0.14 CHF 1'762'700 1'762'700 464'034 463'093 180'665 CHF 185'690 CHF 99.63% 99.63%
06.05.2024 6.04% 0.79 CHF 0.80 CHF 532'400 532'400 288'592 287'015 210'889 CHF 213'801 CHF 100.00% 100.00%
03.05.2024 3.65% 1.17 CHF 1.19 CHF 190'100 190'100 158'866 158'475 231'465 CHF 234'286 CHF 97.92% 97.92%

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