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
07.05.2024 1.76% 0.53 CHF 0.54 CHF 1'000'000 1'000'000 999'069 999'069 563'837 CHF 573'837 CHF 100.00% 100.00%
06.05.2024 1.59% 0.61 CHF 0.62 CHF 1'000'000 1'000'000 1'000'000 1'000'000 626'027 CHF 636'027 CHF 99.72% 99.72%
03.05.2024 1.49% 0.69 CHF 0.70 CHF 1'000'000 1'000'000 987'337 987'337 680'493 CHF 690'450 CHF 99.30% 99.30%
02.05.2024 1.36% 0.74 CHF 0.75 CHF 1'000'000 1'000'000 1'000'000 1'000'000 733'108 CHF 743'108 CHF 98.84% 98.84%
30.04.2024 1.42% 0.75 CHF 0.76 CHF 1'000'000 1'000'000 999'425 999'425 699'863 CHF 709'863 CHF 99.74% 99.74%
29.04.2024 1.54% 0.68 CHF 0.69 CHF 1'000'000 1'000'000 992'776 992'776 669'524 CHF 679'457 CHF 99.16% 99.16%
26.04.2024 1.42% 0.68 CHF 0.69 CHF 1'000'000 1'000'000 994'512 994'512 706'681 CHF 716'663 CHF 98.55% 98.55%
25.04.2024 1.27% 0.79 CHF 0.80 CHF 1'000'000 1'000'000 1'000'000 1'000'000 780'715 CHF 790'715 CHF 99.99% 99.99%
24.04.2024 1.45% 0.72 CHF 0.73 CHF 1'000'000 1'000'000 999'290 999'290 686'487 CHF 696'487 CHF 100.00% 100.00%
23.04.2024 1.35% 0.70 CHF 0.71 CHF 1'000'000 1'000'000 1'000'000 1'000'000 734'514 CHF 744'514 CHF 99.50% 99.50%

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