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 2.18% 0.43 CHF 0.44 CHF 1'000'000 200'000 1'000'000 200'000 454'838 CHF 92'968 CHF 99.36% 99.36%
15.05.2024 2.24% 0.45 CHF 0.46 CHF 1'000'000 200'000 1'000'000 200'000 442'159 CHF 90'432 CHF 99.15% 99.15%
14.05.2024 2.61% 0.40 CHF 0.41 CHF 1'000'000 200'000 1'000'000 200'000 378'236 CHF 77'647 CHF 99.36% 99.36%
13.05.2024 3.04% 0.33 CHF 0.34 CHF 1'000'000 200'000 1'000'000 200'000 324'226 CHF 66'845 CHF 98.85% 98.85%
10.05.2024 2.83% 0.34 CHF 0.35 CHF 1'000'000 200'000 1'000'000 200'000 348'492 CHF 71'698 CHF 99.37% 99.37%
08.05.2024 3.25% 0.30 CHF 0.31 CHF 1'000'000 200'000 1'000'000 200'000 302'567 CHF 62'514 CHF 99.36% 99.36%
07.05.2024 3.08% 0.33 CHF 0.34 CHF 1'000'000 200'000 1'000'000 200'000 319'583 CHF 65'917 CHF 99.37% 99.37%
06.05.2024 3.27% 0.31 CHF 0.32 CHF 1'000'000 200'000 1'000'000 200'000 301'301 CHF 62'260 CHF 99.36% 99.36%
03.05.2024 3.26% 0.30 CHF 0.31 CHF 1'000'000 200'000 1'000'000 200'000 302'244 CHF 62'449 CHF 99.13% 99.13%
02.05.2024 3.79% 0.25 CHF 0.26 CHF 1'000'000 200'000 1'000'000 200'217 258'821 CHF 53'819 CHF 99.33% 99.33%

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