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
08.05.2024 0.60% 1.65 CHF 1.66 CHF 1'000'000 100'000 1'000'000 100'000 1'674'800 CHF 168'480 CHF 99.27% 99.27%
07.05.2024 0.54% 1.81 CHF 1.82 CHF 1'000'000 100'000 1'000'000 100'000 1'837'350 CHF 184'735 CHF 99.27% 99.27%
06.05.2024 0.77% 1.32 CHF 1.33 CHF 1'000'000 100'000 1'000'000 100'000 1'291'350 CHF 130'135 CHF 99.27% 99.27%
03.05.2024 0.81% 1.24 CHF 1.25 CHF 1'000'000 100'000 1'000'000 100'000 1'222'410 CHF 123'241 CHF 99.14% 99.14%
02.05.2024 0.84% 1.17 CHF 1.18 CHF 1'000'000 100'000 1'000'000 100'000 1'192'270 CHF 120'227 CHF 99.19% 99.19%
30.04.2024 0.81% 1.18 CHF 1.19 CHF 1'000'000 100'000 1'000'000 100'000 1'229'470 CHF 123'947 CHF 99.27% 99.27%
29.04.2024 0.78% 1.26 CHF 1.27 CHF 1'000'000 100'000 1'000'000 100'000 1'277'850 CHF 128'785 CHF 99.18% 99.18%
26.04.2024 0.80% 1.26 CHF 1.27 CHF 1'000'000 100'000 1'000'000 100'000 1'251'250 CHF 126'125 CHF 99.25% 99.25%
25.04.2024 0.77% 1.26 CHF 1.27 CHF 1'000'000 100'000 1'000'000 100'000 1'289'050 CHF 129'905 CHF 98.34% 98.34%
24.04.2024 0.75% 1.26 CHF 1.27 CHF 1'000'000 100'000 1'000'000 100'000 1'336'580 CHF 134'658 CHF 99.25% 99.25%

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