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 1.24% 0.84 CHF 0.85 CHF 1'000'000 1'000'000 998'620 998'620 804'225 CHF 814'225 CHF 100.00% 100.00%
15.05.2024 1.46% 0.78 CHF 0.79 CHF 1'000'000 1'000'000 960'764 960'764 781'904 CHF 791'741 CHF 99.56% 99.56%
14.05.2024 1.13% 0.86 CHF 0.87 CHF 1'000'000 1'000'000 1'000'000 1'000'000 878'311 CHF 888'311 CHF 99.84% 99.84%
13.05.2024 1.16% 0.86 CHF 0.87 CHF 1'000'000 1'000'000 1'000'000 1'000'000 860'091 CHF 870'091 CHF 100.00% 100.00%
10.05.2024 1.20% 0.85 CHF 0.86 CHF 1'000'000 1'000'000 1'000'000 1'000'000 826'792 CHF 836'792 CHF 100.00% 100.00%
08.05.2024 1.05% 0.95 CHF 0.96 CHF 1'000'000 1'000'000 999'851 999'851 944'706 CHF 954'706 CHF 99.44% 99.44%
07.05.2024 0.97% 0.97 CHF 0.98 CHF 1'000'000 1'000'000 999'070 999'070 1'031'010 CHF 1'041'010 CHF 100.00% 100.00%
06.05.2024 0.87% 1.11 CHF 1.12 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'144'940 CHF 1'154'940 CHF 99.74% 99.74%
03.05.2024 0.83% 1.25 CHF 1.26 CHF 1'000'000 1'000'000 987'304 987'304 1'235'750 CHF 1'245'710 CHF 99.30% 99.30%
02.05.2024 0.76% 1.32 CHF 1.33 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'312'320 CHF 1'322'320 CHF 98.93% 98.93%

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