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
15.05.2024 4.60% 0.25 CHF 0.26 CHF 1'000'000 1'000'000 961'515 961'515 243'418 CHF 253'257 CHF 99.48% 99.48%
14.05.2024 3.58% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 1'000'000 1'000'000 274'327 CHF 284'327 CHF 99.86% 99.86%
13.05.2024 3.59% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 1'000'000 1'000'000 273'649 CHF 283'649 CHF 100.00% 100.00%
10.05.2024 3.74% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 1'000'000 1'000'000 262'542 CHF 272'542 CHF 100.00% 100.00%
08.05.2024 3.35% 0.30 CHF 0.31 CHF 1'000'000 1'000'000 999'854 999'854 293'840 CHF 303'840 CHF 99.45% 99.45%
07.05.2024 3.12% 0.30 CHF 0.31 CHF 1'000'000 1'000'000 999'100 999'100 315'771 CHF 325'771 CHF 100.00% 100.00%
06.05.2024 2.80% 0.34 CHF 0.35 CHF 1'000'000 1'000'000 1'000'000 1'000'000 352'902 CHF 362'902 CHF 99.72% 99.72%
03.05.2024 2.62% 0.39 CHF 0.40 CHF 1'000'000 1'000'000 987'260 987'260 385'633 CHF 395'591 CHF 99.30% 99.30%
02.05.2024 2.34% 0.42 CHF 0.43 CHF 1'000'000 1'000'000 1'000'000 1'000'000 422'069 CHF 432'069 CHF 98.82% 98.82%
30.04.2024 2.43% 0.44 CHF 0.45 CHF 1'000'000 1'000'000 999'433 999'433 407'304 CHF 417'304 CHF 99.73% 99.73%

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