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 3.86% 0.26 CHF 0.27 CHF 1'500'000 250'000 1'500'000 250'000 381'309 CHF 66'052 CHF 99.27% 99.27%
15.05.2024 4.36% 0.22 CHF 0.23 CHF 1'500'000 250'000 1'500'000 250'000 336'343 CHF 58'557 CHF 99.09% 99.09%
14.05.2024 4.77% 0.22 CHF 0.23 CHF 1'500'000 250'000 1'500'000 250'000 307'607 CHF 53'768 CHF 99.27% 99.27%
13.05.2024 4.94% 0.20 CHF 0.21 CHF 1'500'000 250'000 1'500'000 250'000 296'094 CHF 51'849 CHF 98.81% 98.81%
10.05.2024 5.16% 0.19 CHF 0.20 CHF 1'500'000 250'000 1'500'000 250'000 283'367 CHF 49'728 CHF 99.27% 99.27%
08.05.2024 5.74% 0.18 CHF 0.19 CHF 1'500'000 250'000 1'500'000 250'000 254'621 CHF 44'937 CHF 99.27% 99.27%
07.05.2024 6.39% 0.15 CHF 0.16 CHF 1'500'000 250'000 1'500'000 250'000 227'519 CHF 40'420 CHF 99.27% 99.27%
06.05.2024 6.60% 0.14 CHF 0.15 CHF 1'500'000 250'000 1'500'000 250'000 220'327 CHF 39'221 CHF 99.27% 99.27%
03.05.2024 7.73% 0.14 CHF 0.15 CHF 1'500'000 250'000 1'500'000 250'000 187'557 CHF 33'760 CHF 99.15% 99.15%
02.05.2024 8.33% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 250'000 172'835 CHF 31'306 CHF 99.19% 99.19%

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