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 0.85% 1.37 CHF 1.38 CHF 1'000'000 1'000'000 960'795 960'795 1'350'690 CHF 1'360'530 CHF 99.56% 99.56%
14.05.2024 0.68% 1.45 CHF 1.46 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'461'940 CHF 1'471'940 CHF 99.83% 99.83%
13.05.2024 0.69% 1.45 CHF 1.46 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'443'180 CHF 1'453'180 CHF 100.00% 100.00%
10.05.2024 0.70% 1.43 CHF 1.44 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'414'010 CHF 1'424'010 CHF 100.00% 100.00%
08.05.2024 0.66% 1.52 CHF 1.53 CHF 1'000'000 1'000'000 999'805 999'805 1'519'620 CHF 1'529'620 CHF 99.44% 99.44%
07.05.2024 0.63% 1.53 CHF 1.54 CHF 1'000'000 1'000'000 999'087 999'087 1'584'670 CHF 1'594'670 CHF 100.00% 100.00%
06.05.2024 0.59% 1.65 CHF 1.66 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'691'380 CHF 1'701'380 CHF 99.74% 99.74%
03.05.2024 0.58% 1.78 CHF 1.79 CHF 1'000'000 1'000'000 987'295 987'295 1'759'890 CHF 1'769'850 CHF 99.30% 99.30%
02.05.2024 0.55% 1.83 CHF 1.84 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'828'720 CHF 1'838'720 CHF 98.93% 98.93%
30.04.2024 0.56% 1.84 CHF 1.85 CHF 1'000'000 1'000'000 999'443 999'443 1'774'660 CHF 1'784'660 CHF 99.73% 99.73%

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