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 5.11% 0.19 CHF 0.20 CHF 1'000'000 600'000 1'000'000 596'919 190'630 CHF 119'731 CHF 99.37% 99.37%
16.05.2024 5.19% 0.19 CHF 0.20 CHF 1'000'000 600'000 1'000'000 599'307 187'748 CHF 118'503 CHF 99.36% 99.36%
15.05.2024 5.14% 0.19 CHF 0.20 CHF 1'000'000 600'000 999'971 585'659 189'536 CHF 116'850 CHF 94.89% 94.89%
14.05.2024 5.20% 0.19 CHF 0.20 CHF 1'000'000 600'000 999'963 598'539 187'479 CHF 118'196 CHF 99.36% 99.36%
13.05.2024 4.90% 0.19 CHF 0.20 CHF 1'000'000 500'000 1'000'000 510'449 199'000 CHF 106'679 CHF 98.73% 98.73%
10.05.2024 5.02% 0.19 CHF 0.20 CHF 1'000'000 600'000 999'970 577'177 194'280 CHF 117'769 CHF 99.36% 99.36%
08.05.2024 5.28% 0.18 CHF 0.19 CHF 1'000'000 600'000 1'000'000 600'000 184'528 CHF 116'717 CHF 99.37% 99.37%
07.05.2024 5.38% 0.18 CHF 0.19 CHF 1'000'000 600'000 1'000'000 600'000 180'789 CHF 114'474 CHF 98.14% 98.14%
06.05.2024 5.25% 0.18 CHF 0.19 CHF 1'000'000 600'000 1'000'000 599'739 185'452 CHF 117'219 CHF 99.38% 99.38%
03.05.2024 5.20% 0.19 CHF 0.20 CHF 1'000'000 600'000 1'000'000 600'000 187'426 CHF 118'456 CHF 99.35% 99.35%

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