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 1.61% 0.71 CHF 0.72 CHF 1'000'000 1'000'000 960'878 960'878 709'154 CHF 718'991 CHF 99.55% 99.55%
14.05.2024 1.25% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 1'000'000 1'000'000 796'630 CHF 806'630 CHF 99.85% 99.85%
13.05.2024 1.27% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 1'000'000 1'000'000 780'517 CHF 790'517 CHF 100.00% 100.00%
10.05.2024 1.32% 0.77 CHF 0.78 CHF 1'000'000 1'000'000 1'000'000 1'000'000 750'364 CHF 760'364 CHF 100.00% 100.00%
08.05.2024 1.16% 0.86 CHF 0.87 CHF 1'000'000 1'000'000 999'837 999'837 854'639 CHF 864'639 CHF 99.45% 99.45%
07.05.2024 1.07% 0.88 CHF 0.89 CHF 1'000'000 1'000'000 999'066 999'066 931'556 CHF 941'556 CHF 100.00% 100.00%
06.05.2024 0.96% 1.01 CHF 1.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'034'710 CHF 1'044'710 CHF 99.72% 99.72%
03.05.2024 0.91% 1.13 CHF 1.14 CHF 1'000'000 1'000'000 987'333 987'333 1'118'050 CHF 1'128'010 CHF 99.30% 99.30%
02.05.2024 0.84% 1.20 CHF 1.21 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'190'060 CHF 1'200'060 CHF 98.82% 98.82%
30.04.2024 0.88% 1.20 CHF 1.21 CHF 1'000'000 1'000'000 999'403 999'403 1'127'090 CHF 1'137'090 CHF 99.73% 99.73%

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