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 0.74% 1.22 CHF 1.23 CHF 1'109'200 1'109'200 1'108'520 1'108'520 1'503'140 CHF 1'514'240 CHF 100.00% 100.00%
15.05.2024 0.73% 1.46 CHF 1.47 CHF 1'277'400 1'277'400 1'274'170 1'274'170 1'757'300 CHF 1'770'070 CHF 99.57% 99.57%
14.05.2024 0.80% 1.26 CHF 1.27 CHF 1'240'900 1'240'900 1'240'850 1'240'850 1'536'440 CHF 1'548'850 CHF 99.85% 99.85%
13.05.2024 0.78% 1.29 CHF 1.30 CHF 1'193'500 1'193'500 1'193'500 1'193'500 1'530'190 CHF 1'542'130 CHF 100.00% 100.00%
10.05.2024 0.73% 1.32 CHF 1.33 CHF 1'294'900 1'294'900 1'294'900 1'294'900 1'772'750 CHF 1'785'700 CHF 100.00% 100.00%
08.05.2024 0.98% 1.00 CHF 1.01 CHF 1'644'100 1'644'100 1'643'910 1'643'910 1'668'730 CHF 1'685'170 CHF 99.45% 99.45%
07.05.2024 1.17% 0.96 CHF 0.97 CHF 2'072'200 2'072'200 2'071'100 2'071'100 1'758'550 CHF 1'779'270 CHF 100.00% 100.00%
06.05.2024 1.41% 0.73 CHF 0.74 CHF 2'433'700 2'433'700 2'433'700 2'433'700 1'720'050 CHF 1'744'390 CHF 99.74% 99.74%
03.05.2024 1.62% 0.61 CHF 0.62 CHF 2'697'900 2'697'900 2'697'900 2'697'900 1'650'300 CHF 1'677'280 CHF 99.45% 99.45%
02.05.2024 1.70% 0.58 CHF 0.59 CHF 2'583'000 2'583'000 2'583'000 2'583'000 1'506'330 CHF 1'532'160 CHF 99.59% 99.59%

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