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
15.05.2024 4.61% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 212'267 CHF 111'134 CHF 99.01% 99.01%
14.05.2024 4.77% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 205'177 CHF 107'588 CHF 99.26% 99.26%
13.05.2024 6.46% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 150'875 CHF 80'438 CHF 98.90% 98.90%
10.05.2024 5.67% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 171'863 CHF 90'932 CHF 99.53% 99.53%
08.05.2024 5.76% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 168'560 CHF 89'280 CHF 91.98% 91.98%
07.05.2024 5.48% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 177'577 CHF 93'788 CHF 99.19% 99.19%
06.05.2024 4.98% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 196'783 CHF 103'392 CHF 99.22% 99.22%
03.05.2024 4.81% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 203'187 CHF 106'594 CHF 99.20% 99.20%
02.05.2024 6.66% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 146'780 CHF 78'390 CHF 94.52% 94.52%
30.04.2024 6.74% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 143'449 CHF 76'725 CHF 99.38% 99.38%

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