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
24.05.2024 2.22% 0.45 CHF 0.46 CHF 1'000'000 400'000 1'000'000 400'000 445'876 CHF 182'350 CHF 98.24% 98.24%
23.05.2024 2.34% 0.42 CHF 0.43 CHF 900'000 300'000 900'000 300'000 380'638 CHF 129'879 CHF 95.98% 95.98%
22.05.2024 2.46% 0.42 CHF 0.43 CHF 900'000 300'000 900'000 300'000 360'877 CHF 123'292 CHF 99.48% 99.48%
21.05.2024 2.64% 0.38 CHF 0.39 CHF 900'000 300'000 900'000 300'000 336'449 CHF 115'150 CHF 96.88% 96.88%
17.05.2024 3.54% 0.29 CHF 0.30 CHF 1'000'000 400'000 1'000'000 400'000 278'301 CHF 115'321 CHF 99.02% 99.02%
16.05.2024 3.31% 0.29 CHF 0.30 CHF 1'000'000 400'000 995'027 395'027 297'316 CHF 121'824 CHF 97.98% 97.98%
15.05.2024 3.21% 0.31 CHF 0.32 CHF 1'000'000 400'000 1'000'000 400'000 306'783 CHF 126'713 CHF 99.43% 99.43%
14.05.2024 3.27% 0.32 CHF 0.33 CHF 1'000'000 400'000 1'000'000 400'000 301'688 CHF 124'675 CHF 99.50% 99.50%
13.05.2024 3.20% 0.29 CHF 0.30 CHF 1'000'000 400'000 1'000'000 400'000 307'378 CHF 126'951 CHF 99.04% 99.04%
10.05.2024 3.12% 0.33 CHF 0.34 CHF 1'000'000 400'000 1'000'000 400'000 315'701 CHF 130'280 CHF 99.50% 99.50%

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