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 2.09% 0.51 CHF 0.52 CHF 1'000'000 1'000'000 998'610 998'610 474'755 CHF 484'755 CHF 100.00% 100.00%
15.05.2024 2.42% 0.46 CHF 0.47 CHF 1'000'000 1'000'000 960'968 960'968 471'346 CHF 481'184 CHF 99.54% 99.54%
14.05.2024 1.81% 0.53 CHF 0.54 CHF 1'000'000 1'000'000 1'000'000 1'000'000 546'605 CHF 556'605 CHF 99.84% 99.84%
13.05.2024 1.83% 0.54 CHF 0.55 CHF 1'000'000 1'000'000 1'000'000 1'000'000 540'360 CHF 550'360 CHF 100.00% 100.00%
10.05.2024 1.94% 0.54 CHF 0.55 CHF 1'000'000 1'000'000 1'000'000 1'000'000 509'729 CHF 519'729 CHF 99.99% 99.99%
08.05.2024 1.66% 0.60 CHF 0.61 CHF 1'000'000 1'000'000 999'843 999'843 599'361 CHF 609'361 CHF 99.41% 99.41%
07.05.2024 1.46% 0.63 CHF 0.64 CHF 1'000'000 1'000'000 999'087 999'087 683'440 CHF 693'440 CHF 100.00% 100.00%
06.05.2024 1.24% 0.77 CHF 0.78 CHF 1'000'000 1'000'000 1'000'000 1'000'000 805'702 CHF 815'702 CHF 99.76% 99.76%
03.05.2024 1.12% 0.91 CHF 0.92 CHF 1'000'000 1'000'000 987'429 987'429 909'180 CHF 919'138 CHF 99.28% 99.28%
02.05.2024 1.01% 0.99 CHF 1.00 CHF 1'000'000 1'000'000 1'000'000 1'000'000 984'605 CHF 994'605 CHF 98.88% 98.88%

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