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
07.05.2024 1.73% 0.52 CHF 0.53 CHF 1'000'000 1'000'000 999'089 999'089 575'018 CHF 585'018 CHF 100.00% 100.00%
06.05.2024 1.43% 0.67 CHF 0.68 CHF 1'000'000 1'000'000 1'000'000 1'000'000 697'250 CHF 707'250 CHF 99.74% 99.74%
03.05.2024 1.29% 0.79 CHF 0.80 CHF 1'000'000 1'000'000 987'412 987'412 790'887 CHF 800'845 CHF 99.28% 99.28%
02.05.2024 1.15% 0.86 CHF 0.87 CHF 1'000'000 1'000'000 1'000'000 1'000'000 861'187 CHF 871'187 CHF 98.90% 98.90%
30.04.2024 1.25% 0.88 CHF 0.89 CHF 1'000'000 1'000'000 999'438 999'438 798'495 CHF 808'495 CHF 99.73% 99.73%
29.04.2024 1.38% 0.76 CHF 0.77 CHF 1'000'000 1'000'000 992'770 992'770 746'928 CHF 756'862 CHF 99.24% 99.24%
26.04.2024 1.26% 0.75 CHF 0.76 CHF 1'000'000 1'000'000 994'552 994'552 799'929 CHF 809'911 CHF 98.53% 98.53%
25.04.2024 1.11% 0.93 CHF 0.94 CHF 1'000'000 1'000'000 1'000'000 1'000'000 899'737 CHF 909'737 CHF 100.00% 100.00%
24.04.2024 1.33% 0.80 CHF 0.81 CHF 1'000'000 1'000'000 999'286 999'286 746'295 CHF 756'295 CHF 100.00% 100.00%
23.04.2024 1.19% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 1'000'000 1'000'000 838'008 CHF 848'008 CHF 99.50% 99.50%

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