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 4.72% 0.21 CHF 0.22 CHF 1'500'000 200'000 1'500'000 200'000 310'833 CHF 43'444 CHF 99.27% 99.27%
15.05.2024 4.72% 0.22 CHF 0.23 CHF 1'500'000 200'000 1'500'000 200'000 310'265 CHF 43'369 CHF 99.12% 99.12%
14.05.2024 5.27% 0.19 CHF 0.20 CHF 1'500'000 200'000 1'500'000 200'000 277'674 CHF 39'023 CHF 99.27% 99.27%
13.05.2024 5.32% 0.19 CHF 0.20 CHF 1'500'000 200'000 1'500'000 200'000 274'633 CHF 38'618 CHF 98.75% 98.75%
10.05.2024 5.65% 0.18 CHF 0.19 CHF 1'500'000 200'000 1'500'000 200'000 258'168 CHF 36'423 CHF 99.27% 99.27%
08.05.2024 5.77% 0.17 CHF 0.18 CHF 1'500'000 200'000 1'500'000 200'000 252'594 CHF 35'679 CHF 99.27% 99.27%
07.05.2024 7.16% 0.14 CHF 0.15 CHF 1'500'000 200'000 1'500'000 200'000 202'413 CHF 28'988 CHF 99.27% 99.27%
06.05.2024 7.42% 0.13 CHF 0.14 CHF 1'500'000 200'000 1'500'000 200'000 194'979 CHF 27'997 CHF 99.27% 99.27%
03.05.2024 7.86% 0.13 CHF 0.14 CHF 1'500'000 200'000 1'500'000 200'000 183'488 CHF 26'465 CHF 99.10% 99.10%
02.05.2024 8.21% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 175'739 CHF 25'432 CHF 99.24% 99.24%

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