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 2.13% 0.47 CHF 0.48 CHF 1'000'000 600'000 1'000'000 600'000 464'996 CHF 284'998 CHF 99.38% 99.38%
16.05.2024 2.37% 0.41 CHF 0.42 CHF 1'000'000 600'000 1'000'000 600'000 416'251 CHF 255'750 CHF 98.53% 98.53%
15.05.2024 2.66% 0.39 CHF 0.40 CHF 1'000'000 600'000 1'000'000 600'000 371'894 CHF 229'136 CHF 94.79% 94.79%
14.05.2024 2.93% 0.35 CHF 0.36 CHF 1'000'000 600'000 1'000'000 600'000 336'284 CHF 207'770 CHF 99.36% 99.36%
13.05.2024 2.96% 0.34 CHF 0.35 CHF 1'000'000 600'000 1'000'000 600'000 332'447 CHF 205'468 CHF 98.95% 98.95%
10.05.2024 3.18% 0.32 CHF 0.33 CHF 1'000'000 600'000 1'000'000 600'000 309'325 CHF 191'595 CHF 99.38% 99.38%
08.05.2024 3.76% 0.27 CHF 0.28 CHF 1'000'000 600'000 1'000'000 600'000 260'807 CHF 162'484 CHF 99.37% 99.37%
07.05.2024 4.25% 0.25 CHF 0.26 CHF 1'000'000 600'000 1'000'000 600'000 230'339 CHF 144'204 CHF 97.98% 97.98%
06.05.2024 4.71% 0.20 CHF 0.21 CHF 1'000'000 600'000 1'000'000 600'000 207'310 CHF 130'386 CHF 99.36% 99.36%
03.05.2024 4.87% 0.19 CHF 0.20 CHF 1'000'000 600'000 1'000'000 600'000 200'355 CHF 126'213 CHF 99.35% 99.35%

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