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 3.39% 0.29 CHF 0.30 CHF 1'000'000 1'000'000 1'000'000 1'000'000 290'000 CHF 300'000 CHF 99.26% 99.26%
15.05.2024 3.22% 0.30 CHF 0.31 CHF 1'000'000 1'000'000 1'000'000 1'000'000 305'388 CHF 315'388 CHF 98.86% 98.86%
14.05.2024 3.12% 0.31 CHF 0.32 CHF 1'000'000 1'000'000 1'000'000 1'000'000 315'716 CHF 325'716 CHF 99.40% 99.40%
13.05.2024 3.14% 0.31 CHF 0.32 CHF 1'000'000 1'000'000 1'000'000 1'000'000 313'115 CHF 323'115 CHF 98.92% 98.92%
10.05.2024 3.08% 0.32 CHF 0.33 CHF 1'000'000 1'000'000 1'000'000 1'000'000 320'042 CHF 330'042 CHF 100.00% 100.00%
08.05.2024 2.90% 0.34 CHF 0.35 CHF 1'000'000 1'000'000 1'000'000 1'000'000 339'468 CHF 349'468 CHF 99.67% 99.67%
07.05.2024 2.80% 0.34 CHF 0.35 CHF 1'000'000 1'000'000 1'000'000 1'000'000 352'261 CHF 362'261 CHF 96.19% 96.19%
06.05.2024 2.68% 0.37 CHF 0.38 CHF 1'000'000 1'000'000 1'000'000 1'000'000 367'774 CHF 377'774 CHF 99.85% 99.85%
03.05.2024 2.61% 0.38 CHF 0.39 CHF 1'000'000 1'000'000 1'000'000 1'000'000 378'778 CHF 388'778 CHF 96.71% 96.71%
02.05.2024 2.58% 0.39 CHF 0.40 CHF 1'000'000 1'000'000 1'000'000 1'000'000 382'092 CHF 392'092 CHF 99.37% 99.37%

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