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
23.05.2024 1.98% 0.49 CHF 0.50 CHF 1'000'000 75'000 999'994 75'264 499'937 CHF 38'364 CHF 99.26% 99.26%
22.05.2024 2.53% 0.39 CHF 0.40 CHF 1'000'000 100'000 1'000'000 100'000 391'062 CHF 40'106 CHF 99.37% 99.37%
21.05.2024 2.49% 0.40 CHF 0.41 CHF 1'000'000 100'000 1'000'000 100'000 397'488 CHF 40'749 CHF 99.27% 99.27%
17.05.2024 2.62% 0.40 CHF 0.41 CHF 1'000'000 100'000 1'000'000 100'000 376'359 CHF 38'636 CHF 99.14% 99.14%
16.05.2024 2.51% 0.40 CHF 0.41 CHF 1'000'000 100'000 1'000'000 100'000 393'865 CHF 40'387 CHF 99.36% 99.36%
15.05.2024 2.80% 0.37 CHF 0.38 CHF 1'000'000 100'000 1'000'000 100'000 352'237 CHF 36'224 CHF 99.15% 99.15%
14.05.2024 3.01% 0.34 CHF 0.35 CHF 1'000'000 100'000 1'000'000 100'000 327'746 CHF 33'775 CHF 99.36% 99.36%
13.05.2024 3.10% 0.32 CHF 0.33 CHF 1'000'000 100'000 1'000'000 100'000 318'049 CHF 32'805 CHF 98.84% 98.84%
10.05.2024 3.20% 0.32 CHF 0.33 CHF 1'000'000 100'000 1'000'000 100'000 308'579 CHF 31'858 CHF 99.37% 99.37%
08.05.2024 3.47% 0.29 CHF 0.30 CHF 1'000'000 100'000 1'000'000 100'000 283'451 CHF 29'345 CHF 99.36% 99.36%

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