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 0.47% 1'060.00 CHF 1'065.00 CHF 4'500 4'500 4'500 4'500 4'780'390 CHF 4'802'890 CHF 99.73% 99.73%
15.05.2024 0.47% 1'060.00 CHF 1'065.00 CHF 4'500 4'500 4'500 4'500 4'758'660 CHF 4'781'160 CHF 98.05% 98.05%
14.05.2024 0.47% 1'055.00 CHF 1'060.00 CHF 4'500 4'500 4'500 4'500 4'741'140 CHF 4'763'640 CHF 98.85% 98.85%
13.05.2024 0.47% 1'055.00 CHF 1'060.00 CHF 4'500 4'500 4'500 4'500 4'747'500 CHF 4'770'000 CHF 99.66% 99.66%
10.05.2024 0.47% 1'050.00 CHF 1'055.00 CHF 4'500 4'500 4'500 4'500 4'728'980 CHF 4'751'480 CHF 100.00% 100.00%
08.05.2024 0.48% 1'045.00 CHF 1'050.00 CHF 4'500 4'500 4'500 4'500 4'702'500 CHF 4'725'000 CHF 97.57% 97.57%
07.05.2024 0.48% 1'045.00 CHF 1'050.00 CHF 4'500 4'500 4'500 4'500 4'685'830 CHF 4'708'330 CHF 99.58% 99.58%
06.05.2024 0.48% 1'035.00 CHF 1'040.00 CHF 4'500 4'500 4'500 4'500 4'665'120 CHF 4'687'620 CHF 100.00% 100.00%
03.05.2024 0.48% 1'035.00 CHF 1'040.00 CHF 4'500 4'500 4'500 4'500 4'651'410 CHF 4'673'880 CHF 99.83% 99.83%
02.05.2024 0.40% 1'028.00 CHF 1'032.00 CHF 4'500 4'500 4'500 4'500 4'634'240 CHF 4'652'990 CHF 100.00% 100.00%

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