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 2.73% 0.39 CHF 0.40 CHF 1'000'000 400'000 1'000'000 400'000 362'481 CHF 148'992 CHF 99.27% 99.27%
15.05.2024 2.76% 0.38 CHF 0.39 CHF 1'000'000 400'000 1'000'000 400'000 357'526 CHF 147'010 CHF 99.12% 99.12%
14.05.2024 2.68% 0.37 CHF 0.38 CHF 1'000'000 400'000 1'000'000 400'000 368'037 CHF 151'215 CHF 99.27% 99.27%
13.05.2024 2.83% 0.34 CHF 0.35 CHF 1'000'000 400'000 1'000'000 400'000 348'530 CHF 143'412 CHF 98.75% 98.75%
10.05.2024 2.77% 0.36 CHF 0.37 CHF 1'000'000 400'000 1'000'000 400'000 355'937 CHF 146'375 CHF 99.27% 99.27%
08.05.2024 3.35% 0.30 CHF 0.31 CHF 1'000'000 400'000 1'000'000 400'000 293'579 CHF 121'432 CHF 99.27% 99.27%
07.05.2024 3.51% 0.30 CHF 0.31 CHF 1'000'000 400'000 1'000'000 400'000 280'263 CHF 116'105 CHF 99.27% 99.27%
06.05.2024 3.44% 0.28 CHF 0.29 CHF 1'000'000 400'000 1'000'000 400'000 286'276 CHF 118'510 CHF 99.27% 99.27%
03.05.2024 3.66% 0.27 CHF 0.28 CHF 1'000'000 400'000 1'000'000 400'000 268'591 CHF 111'436 CHF 99.10% 99.10%
02.05.2024 4.40% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 223'040 CHF 93'216 CHF 99.24% 99.24%

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