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 2.49% 0.43 CHF 0.44 CHF 1'500'000 200'000 1'499'980 200'000 597'547 CHF 81'674 CHF 99.36% 99.36%
15.05.2024 2.53% 0.39 CHF 0.40 CHF 1'500'000 200'000 1'500'000 200'000 585'979 CHF 80'131 CHF 99.15% 99.15%
14.05.2024 3.10% 0.39 CHF 0.40 CHF 1'500'000 200'000 1'500'000 227'815 484'177 CHF 74'847 CHF 99.35% 99.35%
13.05.2024 4.58% 0.25 CHF 0.26 CHF 1'500'000 250'000 1'500'000 282'358 321'003 CHF 63'010 CHF 98.84% 98.84%
10.05.2024 4.28% 0.22 CHF 0.23 CHF 1'500'000 300'000 1'500'000 273'228 343'248 CHF 65'049 CHF 99.37% 99.37%
08.05.2024 4.19% 0.22 CHF 0.23 CHF 1'500'000 300'000 1'500'000 282'166 351'171 CHF 68'671 CHF 99.36% 99.36%
07.05.2024 4.84% 0.23 CHF 0.24 CHF 1'500'000 300'000 1'500'000 300'000 302'939 CHF 63'588 CHF 99.37% 99.37%
06.05.2024 5.14% 0.20 CHF 0.21 CHF 1'500'000 300'000 1'500'000 325'146 284'894 CHF 64'664 CHF 99.37% 99.37%
03.05.2024 6.35% 0.15 CHF 0.16 CHF 1'500'000 400'000 1'500'000 400'000 229'410 CHF 65'176 CHF 99.13% 99.13%
02.05.2024 6.00% 0.18 CHF 0.19 CHF 1'500'000 400'000 1'500'000 400'000 243'537 CHF 68'943 CHF 99.34% 99.34%

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