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 1.64% 0.63 CHF 0.64 CHF 1'000'000 400'000 1'000'000 400'000 606'693 CHF 246'677 CHF 99.35% 99.35%
15.05.2024 1.65% 0.62 CHF 0.63 CHF 1'000'000 400'000 1'000'000 400'000 601'997 CHF 244'799 CHF 99.15% 99.15%
14.05.2024 1.64% 0.61 CHF 0.62 CHF 1'000'000 400'000 1'000'000 400'000 605'997 CHF 246'399 CHF 99.36% 99.36%
13.05.2024 1.68% 0.59 CHF 0.60 CHF 1'000'000 400'000 1'000'000 400'000 591'930 CHF 240'772 CHF 98.85% 98.85%
10.05.2024 1.65% 0.60 CHF 0.61 CHF 1'000'000 400'000 1'000'000 400'000 602'904 CHF 245'162 CHF 99.37% 99.37%
08.05.2024 1.78% 0.56 CHF 0.57 CHF 1'000'000 400'000 1'000'000 400'000 558'377 CHF 227'351 CHF 99.36% 99.36%
07.05.2024 1.80% 0.57 CHF 0.58 CHF 1'000'000 400'000 1'000'000 399'999 550'702 CHF 224'280 CHF 99.36% 99.36%
06.05.2024 1.79% 0.55 CHF 0.56 CHF 1'000'000 400'000 1'000'000 399'999 554'290 CHF 225'715 CHF 99.37% 99.37%
03.05.2024 1.85% 0.54 CHF 0.55 CHF 1'000'000 400'000 1'000'000 400'000 536'098 CHF 218'439 CHF 99.13% 99.13%
02.05.2024 2.00% 0.49 CHF 0.50 CHF 1'000'000 400'000 1'000'000 400'000 495'721 CHF 202'288 CHF 99.34% 99.34%

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