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 3.38% 0.29 CHF 0.30 CHF 1'000'000 400'000 1'000'000 400'000 291'020 CHF 120'408 CHF 99.37% 99.37%
15.05.2024 3.57% 0.28 CHF 0.29 CHF 1'000'000 400'000 1'000'000 400'000 275'453 CHF 114'181 CHF 99.15% 99.15%
14.05.2024 3.47% 0.28 CHF 0.29 CHF 1'000'000 400'000 1'000'000 400'000 283'223 CHF 117'289 CHF 99.36% 99.36%
13.05.2024 3.67% 0.27 CHF 0.28 CHF 1'000'000 400'000 1'000'000 400'000 267'227 CHF 110'891 CHF 98.85% 98.85%
10.05.2024 3.67% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 400'000 267'519 CHF 111'007 CHF 99.37% 99.37%
08.05.2024 3.78% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 400'000 259'828 CHF 107'931 CHF 99.36% 99.36%
07.05.2024 3.82% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 400'000 257'120 CHF 106'848 CHF 99.37% 99.37%
06.05.2024 3.68% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 400'000 266'603 CHF 110'641 CHF 99.36% 99.36%
03.05.2024 3.42% 0.27 CHF 0.28 CHF 1'000'000 400'000 1'000'000 400'000 287'667 CHF 119'067 CHF 99.13% 99.13%
02.05.2024 3.90% 0.25 CHF 0.26 CHF 1'000'000 400'000 1'000'000 400'000 251'416 CHF 104'566 CHF 99.33% 99.33%

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