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 0.44% 2.26 CHF 2.27 CHF 1'854'000 1'854'000 1'852'940 1'852'940 4'207'020 CHF 4'225'560 CHF 100.00% 100.00%
15.05.2024 0.42% 2.33 CHF 2.34 CHF 1'717'500 1'717'500 1'713'120 1'713'120 4'139'110 CHF 4'156'280 CHF 100.00% 100.00%
14.05.2024 0.40% 2.47 CHF 2.48 CHF 1'660'000 1'660'000 1'659'850 1'659'850 4'159'140 CHF 4'175'740 CHF 100.00% 100.00%
13.05.2024 0.40% 2.50 CHF 2.51 CHF 1'646'100 1'646'100 1'646'100 1'646'100 4'117'770 CHF 4'134'230 CHF 100.00% 100.00%
10.05.2024 0.40% 2.54 CHF 2.55 CHF 1'624'700 1'624'700 1'624'700 1'624'700 4'079'830 CHF 4'096'080 CHF 100.00% 100.00%
08.05.2024 0.39% 2.57 CHF 2.58 CHF 1'616'200 1'616'200 1'616'040 1'616'040 4'169'490 CHF 4'185'660 CHF 96.63% 96.63%
07.05.2024 0.39% 2.53 CHF 2.54 CHF 1'617'600 1'617'600 1'617'340 1'617'340 4'149'730 CHF 4'165'900 CHF 98.36% 98.36%
06.05.2024 0.38% 2.62 CHF 2.63 CHF 1'529'800 1'529'800 1'529'800 1'529'800 4'039'110 CHF 4'054'410 CHF 100.00% 100.00%
03.05.2024 0.36% 2.73 CHF 2.74 CHF 1'381'400 1'381'400 1'381'400 1'381'400 3'853'960 CHF 3'867'770 CHF 99.97% 99.97%
02.05.2024 0.33% 2.99 CHF 3.00 CHF 1'294'200 1'294'200 1'294'200 1'294'200 3'863'070 CHF 3'876'010 CHF 99.64% 99.64%

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