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 1.14% 0.88 CHF 0.89 CHF 1'000'000 1'000'000 999'837 999'837 871'103 CHF 881'103 CHF 99.41% 99.41%
07.05.2024 1.00% 0.91 CHF 0.92 CHF 1'000'000 1'000'000 999'067 999'067 996'881 CHF 1'006'880 CHF 100.00% 100.00%
06.05.2024 0.86% 1.12 CHF 1.13 CHF 910'000 910'000 910'000 910'000 1'053'510 CHF 1'062'610 CHF 99.75% 99.75%
03.05.2024 0.79% 1.30 CHF 1.31 CHF 870'000 870'000 858'953 858'953 1'126'000 CHF 1'134'660 CHF 99.29% 99.29%
02.05.2024 0.72% 1.39 CHF 1.40 CHF 880'000 880'000 880'000 880'000 1'221'520 CHF 1'230'320 CHF 98.86% 98.86%
30.04.2024 0.78% 1.41 CHF 1.42 CHF 1'000'000 1'000'000 999'439 999'439 1'280'810 CHF 1'290'810 CHF 99.73% 99.73%
29.04.2024 0.87% 1.21 CHF 1.22 CHF 1'000'000 1'000'000 992'798 992'798 1'187'840 CHF 1'197'770 CHF 99.33% 99.33%
26.04.2024 0.79% 1.19 CHF 1.20 CHF 900'000 900'000 895'106 895'106 1'142'040 CHF 1'151'020 CHF 98.55% 98.55%
25.04.2024 0.70% 1.45 CHF 1.46 CHF 970'000 970'000 970'000 970'000 1'375'330 CHF 1'385'030 CHF 99.95% 99.95%
24.04.2024 0.84% 1.28 CHF 1.29 CHF 1'000'000 1'000'000 999'278 999'278 1'191'050 CHF 1'201'050 CHF 100.00% 100.00%

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