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
30.04.2024 1.40% 0.73 CHF 0.74 CHF 1'000'000 1'000'000 999'614 999'614 708'804 CHF 718'804 CHF 99.16% 99.16%
29.04.2024 1.40% 0.70 CHF 0.71 CHF 1'000'000 1'000'000 1'000'000 1'000'000 709'483 CHF 719'483 CHF 99.81% 99.81%
26.04.2024 1.42% 0.75 CHF 0.76 CHF 1'000'000 1'000'000 1'000'000 1'000'000 701'634 CHF 711'634 CHF 99.33% 99.33%
25.04.2024 1.40% 0.71 CHF 0.72 CHF 1'000'000 1'000'000 1'000'000 1'000'000 709'748 CHF 719'748 CHF 99.28% 99.28%
24.04.2024 1.35% 0.74 CHF 0.75 CHF 1'000'000 1'000'000 999'855 999'855 735'842 CHF 745'842 CHF 99.54% 99.54%
23.04.2024 1.33% 0.72 CHF 0.73 CHF 1'000'000 1'000'000 999'790 999'790 746'552 CHF 756'552 CHF 97.60% 97.60%
22.04.2024 1.29% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 1'000'000 1'000'000 772'805 CHF 782'805 CHF 100.00% 100.00%
19.04.2024 1.31% 0.75 CHF 0.76 CHF 1'000'000 1'000'000 1'000'000 1'000'000 760'940 CHF 770'940 CHF 100.00% 100.00%
18.04.2024 1.32% 0.76 CHF 0.77 CHF 1'000'000 1'000'000 1'000'000 1'000'000 750'919 CHF 760'919 CHF 99.99% 99.99%
17.04.2024 1.28% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 998'389 998'389 779'484 CHF 789'484 CHF 100.00% 100.00%

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