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 2.89% 0.35 CHF 0.36 CHF 1'000'000 400'000 1'000'000 450'538 340'740 CHF 157'901 CHF 98.92% 98.92%
15.05.2024 3.07% 0.31 CHF 0.32 CHF 1'000'000 500'000 1'000'000 500'000 320'986 CHF 165'493 CHF 99.01% 99.01%
14.05.2024 3.13% 0.33 CHF 0.34 CHF 1'000'000 500'000 1'000'000 496'577 315'229 CHF 161'411 CHF 99.31% 99.31%
13.05.2024 4.02% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 244'630 CHF 127'315 CHF 98.89% 98.89%
10.05.2024 3.64% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 270'487 CHF 140'244 CHF 99.52% 99.52%
08.05.2024 3.69% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 266'406 CHF 138'203 CHF 92.00% 92.00%
07.05.2024 3.57% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 275'184 CHF 142'592 CHF 99.12% 99.12%
06.05.2024 3.28% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 300'828 CHF 155'414 CHF 99.42% 99.42%
03.05.2024 3.18% 0.31 CHF 0.32 CHF 1'000'000 500'000 1'000'000 500'000 309'778 CHF 159'889 CHF 99.53% 99.53%
02.05.2024 4.29% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 229'796 CHF 119'898 CHF 94.30% 94.30%

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