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 3.72% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 530'320 530'320 143'312 CHF 148'638 CHF 99.90% 99.90%
06.05.2024 3.92% 0.28 CHF 0.29 CHF 1'000'000 1'000'000 547'926 547'926 143'804 CHF 149'304 CHF 100.00% 100.00%
03.05.2024 4.39% 0.24 CHF 0.25 CHF 1'000'000 1'000'000 569'475 569'475 132'219 CHF 137'934 CHF 99.86% 99.86%
02.05.2024 4.81% 0.22 CHF 0.23 CHF 1'000'000 1'000'000 573'811 573'811 120'036 CHF 125'795 CHF 99.97% 99.97%
30.04.2024 4.15% 0.24 CHF 0.25 CHF 1'000'000 1'000'000 561'693 561'693 137'447 CHF 143'085 CHF 99.99% 99.99%
29.04.2024 4.12% 0.24 CHF 0.25 CHF 1'000'000 1'000'000 547'344 547'344 133'447 CHF 138'943 CHF 99.94% 99.94%
26.04.2024 4.90% 0.24 CHF 0.25 CHF 1'000'000 1'000'000 581'837 581'837 121'861 CHF 127'700 CHF 99.48% 99.48%
25.04.2024 6.20% 0.18 CHF 0.19 CHF 1'000'000 1'000'000 587'646 587'646 97'160 CHF 103'059 CHF 98.24% 98.24%
24.04.2024 5.10% 0.18 CHF 0.19 CHF 1'000'000 1'000'000 576'920 576'920 112'953 CHF 118'745 CHF 99.94% 99.94%
23.04.2024 5.93% 0.18 CHF 0.19 CHF 1'000'000 1'000'000 588'394 588'394 100'286 CHF 106'191 CHF 100.00% 100.00%

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