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 2.24% 0.45 CHF 0.46 CHF 1'000'000 400'000 1'000'000 400'000 441'670 CHF 180'668 CHF 99.27% 99.27%
15.05.2024 3.21% 0.31 CHF 0.32 CHF 1'000'000 500'000 1'000'000 500'000 306'796 CHF 158'398 CHF 99.09% 99.09%
14.05.2024 3.44% 0.29 CHF 0.30 CHF 1'000'000 500'000 1'000'000 500'000 285'657 CHF 147'828 CHF 99.27% 99.27%
13.05.2024 2.83% 0.34 CHF 0.35 CHF 1'000'000 500'000 1'000'000 489'380 348'214 CHF 175'160 CHF 98.81% 98.81%
10.05.2024 2.74% 0.37 CHF 0.38 CHF 1'000'000 500'000 1'000'000 498'192 360'443 CHF 184'533 CHF 99.27% 99.27%
08.05.2024 3.35% 0.31 CHF 0.32 CHF 1'000'000 500'000 1'000'000 500'000 294'205 CHF 152'103 CHF 99.27% 99.27%
07.05.2024 3.89% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 252'457 CHF 131'228 CHF 99.27% 99.27%
06.05.2024 4.30% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 500'000 227'979 CHF 118'989 CHF 99.27% 99.27%
03.05.2024 4.65% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 210'767 CHF 110'384 CHF 99.14% 99.14%
02.05.2024 4.68% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 209'080 CHF 109'540 CHF 99.19% 99.19%

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