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 3.91% 0.26 CHF 0.27 CHF 1'000'000 200'000 1'000'000 200'000 251'185 CHF 52'237 CHF 99.27% 99.27%
15.05.2024 3.93% 0.26 CHF 0.27 CHF 1'000'000 200'000 1'000'000 200'000 249'634 CHF 51'927 CHF 99.12% 99.12%
14.05.2024 4.32% 0.24 CHF 0.25 CHF 1'000'000 200'000 1'000'000 200'000 226'796 CHF 47'359 CHF 99.27% 99.27%
13.05.2024 4.35% 0.23 CHF 0.24 CHF 1'000'000 200'000 1'000'000 200'000 224'804 CHF 46'961 CHF 98.75% 98.75%
10.05.2024 4.50% 0.22 CHF 0.23 CHF 1'000'000 200'000 1'000'000 200'000 217'394 CHF 45'479 CHF 99.27% 99.27%
08.05.2024 4.61% 0.22 CHF 0.23 CHF 1'000'000 200'000 1'000'000 200'000 212'297 CHF 44'459 CHF 99.27% 99.27%
07.05.2024 5.74% 0.18 CHF 0.19 CHF 1'000'000 200'000 1'000'000 200'000 169'612 CHF 35'923 CHF 99.27% 99.27%
06.05.2024 6.00% 0.16 CHF 0.17 CHF 1'000'000 200'000 1'000'000 200'000 161'765 CHF 34'353 CHF 99.27% 99.27%
03.05.2024 6.23% 0.16 CHF 0.17 CHF 1'000'000 200'000 1'000'000 200'000 155'730 CHF 33'146 CHF 99.10% 99.10%
02.05.2024 6.07% 0.15 CHF 0.16 CHF 1'000'000 200'000 1'000'000 200'000 160'091 CHF 34'018 CHF 99.24% 99.24%

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