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
07.05.2024 2.32% 0.44 CHF 0.45 CHF 1'000'000 250'000 1'000'000 250'000 427'046 CHF 109'261 CHF 97.92% 97.92%
06.05.2024 2.28% 0.42 CHF 0.43 CHF 1'000'000 250'000 1'000'000 250'000 432'899 CHF 110'725 CHF 99.17% 99.17%
03.05.2024 2.28% 0.44 CHF 0.45 CHF 1'000'000 250'000 1'000'000 250'000 433'707 CHF 110'927 CHF 99.16% 99.16%
02.05.2024 2.34% 0.40 CHF 0.41 CHF 1'000'000 250'000 1'000'000 250'000 422'337 CHF 108'084 CHF 99.14% 99.14%
30.04.2024 2.43% 0.40 CHF 0.41 CHF 1'000'000 250'000 1'000'000 250'000 406'582 CHF 104'145 CHF 99.17% 99.17%
29.04.2024 2.12% 0.45 CHF 0.46 CHF 1'000'000 250'000 1'000'000 250'000 466'614 CHF 119'154 CHF 99.17% 99.17%
26.04.2024 2.16% 0.49 CHF 0.50 CHF 1'000'000 250'000 1'000'000 250'000 457'690 CHF 116'923 CHF 99.15% 99.15%
25.04.2024 2.30% 0.42 CHF 0.43 CHF 1'000'000 250'000 1'000'000 250'000 429'972 CHF 109'993 CHF 97.45% 97.45%
24.04.2024 2.12% 0.46 CHF 0.47 CHF 1'000'000 250'000 1'000'000 250'000 466'559 CHF 119'140 CHF 98.80% 98.80%
23.04.2024 2.16% 0.49 CHF 0.50 CHF 1'000'000 250'000 999'977 249'978 459'724 CHF 117'424 CHF 99.17% 99.17%

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