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 2.62% 0.38 CHF 0.39 CHF 1'000'000 400'000 1'000'000 400'000 376'746 CHF 154'698 CHF 98.50% 98.50%
15.05.2024 2.89% 0.37 CHF 0.38 CHF 1'000'000 400'000 1'000'000 400'000 341'645 CHF 140'658 CHF 98.31% 98.31%
14.05.2024 2.75% 0.35 CHF 0.36 CHF 1'000'000 400'000 1'000'000 400'000 358'195 CHF 147'278 CHF 99.37% 99.37%
13.05.2024 2.74% 0.35 CHF 0.36 CHF 1'000'000 400'000 1'000'000 400'000 359'664 CHF 147'866 CHF 98.92% 98.92%
10.05.2024 2.82% 0.36 CHF 0.37 CHF 1'000'000 400'000 1'000'000 400'000 350'022 CHF 144'009 CHF 99.37% 99.37%
08.05.2024 3.31% 0.32 CHF 0.33 CHF 1'000'000 400'000 999'988 400'000 297'744 CHF 123'099 CHF 99.34% 99.34%
07.05.2024 4.01% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 244'487 CHF 127'243 CHF 94.62% 94.62%
06.05.2024 3.63% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 428'871 271'368 CHF 120'193 CHF 99.38% 99.38%
03.05.2024 3.70% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 483'600 265'212 CHF 132'955 CHF 99.35% 99.35%
02.05.2024 3.79% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 259'249 CHF 134'625 CHF 99.36% 99.36%

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