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
15.05.2024 0.65% 1.63 CHF 1.64 CHF 900'000 100'000 900'000 100'000 1'374'630 CHF 153'736 CHF 94.79% 94.79%
14.05.2024 0.73% 1.44 CHF 1.45 CHF 900'000 100'000 962'870 100'000 1'318'710 CHF 138'096 CHF 99.35% 99.35%
13.05.2024 0.73% 1.37 CHF 1.38 CHF 1'000'000 100'000 959'035 100'000 1'315'350 CHF 138'206 CHF 98.95% 98.95%
10.05.2024 0.78% 1.32 CHF 1.33 CHF 1'000'000 100'000 999'909 100'000 1'285'500 CHF 129'562 CHF 99.38% 99.38%
08.05.2024 0.96% 1.06 CHF 1.07 CHF 1'000'000 100'000 1'000'000 100'000 1'033'930 CHF 104'393 CHF 99.37% 99.37%
07.05.2024 1.15% 0.96 CHF 0.97 CHF 1'000'000 100'000 999'925 100'000 869'001 CHF 87'907 CHF 97.98% 97.98%
06.05.2024 1.39% 0.69 CHF 0.70 CHF 1'000'000 100'000 1'000'000 100'000 713'176 CHF 72'318 CHF 99.36% 99.36%
03.05.2024 1.58% 0.63 CHF 0.64 CHF 1'000'000 100'000 1'000'000 100'000 628'263 CHF 63'826 CHF 99.34% 99.34%
02.05.2024 1.60% 0.57 CHF 0.58 CHF 1'000'000 100'000 1'000'000 100'000 620'694 CHF 63'069 CHF 99.29% 99.29%
30.04.2024 1.42% 0.65 CHF 0.66 CHF 1'000'000 100'000 1'000'000 100'000 699'889 CHF 70'989 CHF 94.80% 94.80%

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