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 1.17% 0.87 CHF 0.88 CHF 1'700'300 1'700'300 1'698'890 1'698'890 1'446'950 CHF 1'463'950 CHF 100.00% 100.00%
15.05.2024 1.29% 0.82 CHF 0.83 CHF 1'863'400 1'863'400 1'858'540 1'858'540 1'441'930 CHF 1'460'570 CHF 100.00% 100.00%
14.05.2024 1.34% 0.74 CHF 0.75 CHF 1'925'600 1'925'600 1'925'590 1'925'590 1'430'130 CHF 1'449'380 CHF 99.81% 99.81%
13.05.2024 1.29% 0.76 CHF 0.77 CHF 1'871'400 1'871'400 1'871'400 1'871'400 1'438'480 CHF 1'457'190 CHF 100.00% 100.00%
10.05.2024 1.31% 0.75 CHF 0.76 CHF 1'934'000 1'934'000 1'934'000 1'934'000 1'462'710 CHF 1'482'050 CHF 100.00% 100.00%
08.05.2024 1.58% 0.64 CHF 0.65 CHF 2'214'400 2'214'400 2'214'200 2'214'200 1'393'950 CHF 1'416'100 CHF 99.67% 99.67%
07.05.2024 1.56% 0.64 CHF 0.65 CHF 2'230'400 2'230'400 2'229'950 2'229'950 1'415'760 CHF 1'438'060 CHF 99.50% 99.50%
06.05.2024 1.62% 0.60 CHF 0.61 CHF 2'330'300 2'330'300 2'330'300 2'330'300 1'425'100 CHF 1'448'400 CHF 100.00% 100.00%
03.05.2024 1.73% 0.57 CHF 0.58 CHF 2'624'400 2'624'400 2'624'400 2'624'400 1'508'960 CHF 1'535'200 CHF 99.99% 99.99%
02.05.2024 1.99% 0.51 CHF 0.52 CHF 2'863'100 2'863'100 2'863'100 2'863'100 1'424'030 CHF 1'452'660 CHF 99.56% 99.56%

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