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 4.13% 0.24 CHF 0.25 CHF 1'500'000 300'000 1'500'000 300'000 356'213 CHF 74'243 CHF 99.27% 99.27%
15.05.2024 4.19% 0.24 CHF 0.25 CHF 1'500'000 300'000 1'500'000 300'000 350'539 CHF 73'108 CHF 99.08% 99.08%
14.05.2024 4.45% 0.23 CHF 0.24 CHF 1'500'000 300'000 1'500'000 300'000 329'313 CHF 68'863 CHF 99.27% 99.27%
13.05.2024 4.31% 0.21 CHF 0.22 CHF 1'500'000 300'000 1'500'000 300'000 340'876 CHF 71'175 CHF 98.81% 98.81%
10.05.2024 4.68% 0.22 CHF 0.23 CHF 1'500'000 300'000 1'500'000 300'000 313'184 CHF 65'637 CHF 99.27% 99.27%
08.05.2024 5.38% 0.19 CHF 0.20 CHF 1'500'000 300'000 1'500'000 300'000 271'625 CHF 57'325 CHF 99.27% 99.27%
07.05.2024 4.89% 0.21 CHF 0.22 CHF 1'500'000 300'000 1'500'000 300'000 299'522 CHF 62'905 CHF 99.27% 99.27%
06.05.2024 5.55% 0.18 CHF 0.19 CHF 1'500'000 300'000 1'500'000 300'000 262'938 CHF 55'588 CHF 99.27% 99.27%
03.05.2024 5.61% 0.17 CHF 0.18 CHF 1'500'000 300'000 1'500'000 300'000 260'163 CHF 55'033 CHF 99.15% 99.15%
02.05.2024 6.65% 0.14 CHF 0.15 CHF 1'500'000 300'000 1'500'000 300'000 218'310 CHF 46'662 CHF 99.19% 99.19%

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