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
13.05.2024 3.25% 0.31 CHF 0.32 CHF 1'000'000 200'000 1'000'000 200'000 302'849 CHF 62'570 CHF 98.75% 98.75%
10.05.2024 3.15% 0.31 CHF 0.32 CHF 1'000'000 200'000 1'000'000 200'000 312'575 CHF 64'515 CHF 99.27% 99.27%
08.05.2024 2.93% 0.31 CHF 0.32 CHF 1'000'000 200'000 1'000'000 200'000 336'942 CHF 69'389 CHF 99.27% 99.27%
07.05.2024 2.70% 0.36 CHF 0.37 CHF 1'000'000 200'000 1'000'000 200'000 366'058 CHF 75'212 CHF 99.27% 99.27%
06.05.2024 2.62% 0.37 CHF 0.38 CHF 1'000'000 200'000 1'000'000 200'000 377'596 CHF 77'519 CHF 99.27% 99.27%
03.05.2024 2.62% 0.37 CHF 0.38 CHF 1'000'000 200'000 1'000'000 200'000 377'189 CHF 77'438 CHF 99.11% 99.11%
02.05.2024 2.54% 0.39 CHF 0.40 CHF 1'000'000 200'000 1'000'000 200'000 389'130 CHF 79'826 CHF 99.24% 99.24%
30.04.2024 2.52% 0.39 CHF 0.40 CHF 1'000'000 200'000 1'000'000 200'000 392'772 CHF 80'555 CHF 99.13% 99.13%
29.04.2024 2.57% 0.39 CHF 0.40 CHF 1'000'000 200'000 1'000'000 200'000 384'168 CHF 78'834 CHF 99.06% 99.06%
26.04.2024 2.64% 0.38 CHF 0.39 CHF 1'000'000 200'000 1'000'000 200'000 374'306 CHF 76'861 CHF 99.26% 99.26%

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