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
08.05.2024 3.62% 0.28 CHF 0.29 CHF 1'000'000 1'000'000 540'415 540'415 151'881 CHF 157'307 CHF 99.06% 99.06%
07.05.2024 3.53% 0.28 CHF 0.29 CHF 1'000'000 1'000'000 545'895 545'895 155'940 CHF 161'422 CHF 99.99% 99.99%
06.05.2024 3.70% 0.30 CHF 0.31 CHF 1'000'000 1'000'000 547'930 547'930 151'999 CHF 157'499 CHF 100.00% 100.00%
03.05.2024 4.07% 0.26 CHF 0.27 CHF 1'000'000 1'000'000 569'341 569'341 142'564 CHF 148'278 CHF 99.84% 99.84%
02.05.2024 4.37% 0.23 CHF 0.24 CHF 1'000'000 1'000'000 573'900 573'900 132'288 CHF 138'049 CHF 99.99% 99.99%
30.04.2024 3.87% 0.26 CHF 0.27 CHF 1'000'000 1'000'000 561'649 561'649 147'623 CHF 153'261 CHF 100.00% 100.00%
29.04.2024 3.85% 0.26 CHF 0.27 CHF 1'000'000 1'000'000 547'518 547'518 143'016 CHF 148'514 CHF 99.99% 99.99%
26.04.2024 4.49% 0.26 CHF 0.27 CHF 1'000'000 1'000'000 581'891 581'891 132'933 CHF 138'772 CHF 99.50% 99.50%
25.04.2024 5.47% 0.20 CHF 0.21 CHF 1'000'000 1'000'000 587'739 587'739 109'979 CHF 115'879 CHF 98.26% 98.26%
24.04.2024 4.66% 0.20 CHF 0.21 CHF 1'000'000 1'000'000 576'952 576'952 124'140 CHF 129'932 CHF 99.95% 99.95%

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