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 3.63% 0.27 CHF 0.28 CHF 1'000'000 500'000 999'994 500'000 270'617 CHF 140'309 CHF 98.50% 98.50%
15.05.2024 3.98% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 246'763 CHF 128'382 CHF 98.31% 98.31%
14.05.2024 3.81% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 257'746 CHF 133'873 CHF 99.36% 99.36%
13.05.2024 3.78% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 259'886 CHF 134'943 CHF 98.92% 98.92%
10.05.2024 3.85% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 255'145 CHF 132'572 CHF 99.37% 99.37%
08.05.2024 4.50% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 690'871 217'920 CHF 156'471 CHF 99.35% 99.35%
07.05.2024 5.45% 0.19 CHF 0.20 CHF 1'000'000 750'000 1'000'000 750'000 178'903 CHF 141'678 CHF 94.63% 94.63%
06.05.2024 4.90% 0.18 CHF 0.19 CHF 1'000'000 750'000 1'000'000 750'000 199'420 CHF 157'065 CHF 99.37% 99.37%
03.05.2024 5.04% 0.19 CHF 0.20 CHF 1'000'000 750'000 1'000'000 750'000 193'466 CHF 152'600 CHF 99.35% 99.35%
02.05.2024 5.15% 0.19 CHF 0.20 CHF 1'000'000 750'000 1'000'000 749'976 189'178 CHF 149'378 CHF 99.37% 99.37%

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