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
25.04.2024 1.67% 0.58 CHF 0.59 CHF 3'000'000 3'000'000 2'999'590 2'999'590 1'778'250 CHF 1'808'250 CHF 100.00% 100.00%
23.04.2024 1.68% 0.63 CHF 0.64 CHF 3'000'000 3'000'000 2'999'670 2'999'670 1'767'370 CHF 1'797'370 CHF 100.00% 100.00%
22.04.2024 1.80% 0.52 CHF 0.53 CHF 3'000'000 3'000'000 2'999'450 2'999'450 1'650'470 CHF 1'680'470 CHF 100.00% 100.00%
19.04.2024 1.64% 0.58 CHF 0.59 CHF 3'000'000 3'000'000 3'000'000 3'000'000 1'813'490 CHF 1'843'490 CHF 100.00% 100.00%
18.04.2024 1.46% 0.69 CHF 0.70 CHF 3'000'000 3'000'000 3'000'000 3'000'000 2'037'770 CHF 2'067'770 CHF 100.00% 100.00%
17.04.2024 1.33% 0.72 CHF 0.73 CHF 2'774'100 2'774'100 2'768'760 2'768'760 2'072'590 CHF 2'100'330 CHF 100.00% 100.00%
16.04.2024 1.34% 0.74 CHF 0.75 CHF 2'778'400 2'778'400 2'778'400 2'778'400 2'056'550 CHF 2'084'340 CHF 99.92% 99.92%
15.04.2024 1.11% 0.86 CHF 0.87 CHF 2'442'700 2'442'700 2'442'700 2'442'700 2'183'300 CHF 2'207'730 CHF 99.82% 99.82%
12.04.2024 1.06% 0.88 CHF 0.89 CHF 2'150'700 2'150'700 2'150'700 2'150'700 2'029'860 CHF 2'051'370 CHF 100.00% 100.00%
11.04.2024 1.14% 0.90 CHF 0.91 CHF 2'392'000 2'392'000 2'391'730 2'391'730 2'092'330 CHF 2'116'250 CHF 99.99% 99.99%

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