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 5.22% 0.19 CHF 0.20 CHF 1'000'000 750'000 1'000'000 750'000 186'746 CHF 147'560 CHF 94.63% 94.63%
06.05.2024 5.62% 0.18 CHF 0.19 CHF 1'000'000 750'000 1'000'000 750'000 173'173 CHF 137'380 CHF 99.37% 99.37%
03.05.2024 6.08% 0.16 CHF 0.17 CHF 1'000'000 750'000 1'000'000 750'000 159'831 CHF 127'373 CHF 99.35% 99.35%
02.05.2024 5.10% 0.16 CHF 0.17 CHF 1'000'000 750'000 1'000'000 720'209 192'039 CHF 145'007 CHF 99.36% 99.36%
30.04.2024 4.90% 0.20 CHF 0.21 CHF 1'000'000 750'000 1'000'000 740'055 199'073 CHF 154'637 CHF 99.36% 99.36%
29.04.2024 4.51% 0.21 CHF 0.22 CHF 1'000'000 500'000 1'000'000 499'960 216'719 CHF 113'351 CHF 85.52% 85.52%
26.04.2024 4.73% 0.21 CHF 0.22 CHF 1'000'000 500'000 1'000'000 657'991 206'614 CHF 142'218 CHF 99.35% 99.35%
25.04.2024 4.64% 0.20 CHF 0.21 CHF 1'000'000 750'000 1'000'000 550'691 210'874 CHF 121'206 CHF 99.37% 99.37%
24.04.2024 4.25% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 500'000 230'773 CHF 120'386 CHF 99.36% 99.36%
23.04.2024 3.33% 0.30 CHF 0.31 CHF 1'000'000 500'000 1'000'000 481'980 295'278 CHF 147'050 CHF 99.37% 99.37%

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