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 0.71% 1.38 CHF 1.39 CHF 1'000'000 500'000 1'000'000 500'000 1'394'240 CHF 702'119 CHF 98.53% 98.53%
15.05.2024 0.78% 1.33 CHF 1.34 CHF 1'000'000 500'000 1'000'000 500'000 1'273'020 CHF 641'509 CHF 94.79% 94.79%
14.05.2024 0.84% 1.22 CHF 1.23 CHF 1'000'000 500'000 1'000'000 565'316 1'181'700 CHF 672'884 CHF 99.36% 99.36%
13.05.2024 0.85% 1.18 CHF 1.19 CHF 1'000'000 600'000 1'000'000 559'731 1'174'640 CHF 662'797 CHF 98.94% 98.94%
10.05.2024 0.89% 1.14 CHF 1.15 CHF 1'000'000 600'000 1'000'000 600'000 1'116'360 CHF 675'817 CHF 99.38% 99.38%
08.05.2024 1.03% 0.99 CHF 1.00 CHF 1'000'000 600'000 1'000'000 600'000 967'879 CHF 586'728 CHF 99.37% 99.37%
07.05.2024 1.14% 0.92 CHF 0.93 CHF 1'000'000 600'000 999'970 600'000 875'076 CHF 531'062 CHF 97.98% 97.98%
06.05.2024 1.26% 0.78 CHF 0.79 CHF 1'000'000 600'000 1'000'000 600'000 789'068 CHF 479'441 CHF 99.36% 99.36%
03.05.2024 1.33% 0.74 CHF 0.75 CHF 1'000'000 600'000 1'000'000 600'000 744'393 CHF 452'636 CHF 99.35% 99.35%
02.05.2024 1.34% 0.71 CHF 0.72 CHF 1'000'000 600'000 1'000'000 600'000 742'980 CHF 451'788 CHF 99.30% 99.30%

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