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 1.33% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 998'621 998'621 746'947 CHF 756'947 CHF 100.00% 100.00%
15.05.2024 1.57% 0.73 CHF 0.74 CHF 1'000'000 1'000'000 960'985 960'985 726'602 CHF 736'440 CHF 99.53% 99.53%
14.05.2024 1.22% 0.80 CHF 0.81 CHF 1'000'000 1'000'000 1'000'000 1'000'000 816'095 CHF 826'095 CHF 99.83% 99.83%
13.05.2024 1.24% 0.80 CHF 0.81 CHF 1'000'000 1'000'000 1'000'000 1'000'000 799'618 CHF 809'618 CHF 100.00% 100.00%
10.05.2024 1.29% 0.79 CHF 0.80 CHF 1'000'000 1'000'000 1'000'000 1'000'000 768'235 CHF 778'235 CHF 100.00% 100.00%
08.05.2024 1.13% 0.88 CHF 0.89 CHF 1'000'000 1'000'000 999'845 999'845 876'414 CHF 886'414 CHF 99.41% 99.41%
07.05.2024 1.04% 0.90 CHF 0.91 CHF 1'000'000 1'000'000 999'088 999'088 955'440 CHF 965'440 CHF 100.00% 100.00%
06.05.2024 0.94% 1.03 CHF 1.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'061'140 CHF 1'071'140 CHF 99.75% 99.75%
03.05.2024 0.89% 1.16 CHF 1.17 CHF 1'000'000 1'000'000 987'341 987'341 1'146'410 CHF 1'156'370 CHF 99.25% 99.25%
02.05.2024 0.82% 1.23 CHF 1.24 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'219'520 CHF 1'229'520 CHF 98.86% 98.86%

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