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
02.05.2024 1.11% 0.90 CHF 0.91 CHF 1'000'000 1'000'000 1'000'000 1'000'000 893'426 CHF 903'426 CHF 100.00% 100.00%
30.04.2024 1.13% 0.91 CHF 0.92 CHF 1'000'000 1'000'000 999'602 999'602 882'567 CHF 892'567 CHF 99.16% 99.16%
29.04.2024 1.13% 0.88 CHF 0.89 CHF 1'000'000 1'000'000 1'000'000 1'000'000 883'440 CHF 893'440 CHF 99.81% 99.81%
26.04.2024 1.14% 0.92 CHF 0.93 CHF 1'000'000 1'000'000 1'000'000 1'000'000 876'219 CHF 886'219 CHF 99.35% 99.35%
25.04.2024 1.12% 0.89 CHF 0.90 CHF 1'000'000 1'000'000 1'000'000 1'000'000 884'808 CHF 894'808 CHF 99.31% 99.31%
24.04.2024 1.09% 0.91 CHF 0.92 CHF 1'000'000 1'000'000 999'861 999'861 909'256 CHF 919'256 CHF 99.54% 99.54%
23.04.2024 1.08% 0.90 CHF 0.91 CHF 1'000'000 1'000'000 999'800 999'800 921'718 CHF 931'718 CHF 97.60% 97.60%
22.04.2024 1.05% 0.95 CHF 0.96 CHF 1'000'000 1'000'000 1'000'000 1'000'000 946'743 CHF 956'743 CHF 99.99% 99.99%
19.04.2024 1.06% 0.93 CHF 0.94 CHF 1'000'000 1'000'000 1'000'000 1'000'000 934'742 CHF 944'742 CHF 100.00% 100.00%
18.04.2024 1.08% 0.94 CHF 0.95 CHF 1'000'000 1'000'000 1'000'000 1'000'000 924'928 CHF 934'928 CHF 99.99% 99.99%

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