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 0.96% 1.33 CHF 1.34 CHF 550'000 550'000 528'619 528'619 645'660 CHF 651'071 CHF 99.51% 99.51%
14.05.2024 0.93% 1.09 CHF 1.10 CHF 560'000 560'000 560'000 560'000 597'475 CHF 603'075 CHF 99.81% 99.81%
13.05.2024 0.89% 1.13 CHF 1.14 CHF 560'000 560'000 560'000 560'000 630'045 CHF 635'645 CHF 100.00% 100.00%
10.05.2024 0.81% 1.18 CHF 1.19 CHF 580'000 580'000 580'000 580'000 715'837 CHF 721'637 CHF 100.00% 100.00%
08.05.2024 1.28% 0.76 CHF 0.77 CHF 680'000 680'000 679'899 679'899 530'097 CHF 536'897 CHF 99.41% 99.41%
07.05.2024 1.91% 0.71 CHF 0.72 CHF 1'000'000 1'000'000 999'069 999'069 527'411 CHF 537'411 CHF 100.00% 100.00%
06.05.2024 2.95% 0.38 CHF 0.39 CHF 1'000'000 1'000'000 1'000'000 1'000'000 340'265 CHF 350'265 CHF 99.75% 99.75%
03.05.2024 3.86% 0.25 CHF 0.26 CHF 1'000'000 1'000'000 987'389 987'389 258'913 CHF 268'871 CHF 99.26% 99.26%
02.05.2024 3.90% 0.25 CHF 0.26 CHF 1'000'000 1'000'000 1'000'000 1'000'000 252'110 CHF 262'110 CHF 98.86% 98.86%
30.04.2024 2.84% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 999'441 999'441 348'354 CHF 358'354 CHF 99.72% 99.72%

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