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
17.05.2024 1.77% 0.57 CHF 0.58 CHF 1'000'000 400'000 1'000'000 399'976 559'714 CHF 227'872 CHF 99.37% 99.37%
16.05.2024 1.84% 0.54 CHF 0.55 CHF 1'000'000 400'000 1'000'000 400'000 539'463 CHF 219'785 CHF 98.50% 98.50%
15.05.2024 1.95% 0.54 CHF 0.55 CHF 1'000'000 400'000 1'000'000 400'000 508'983 CHF 207'593 CHF 98.31% 98.31%
14.05.2024 1.90% 0.51 CHF 0.52 CHF 1'000'000 400'000 1'000'000 400'000 522'340 CHF 212'936 CHF 99.36% 99.36%
13.05.2024 1.89% 0.52 CHF 0.53 CHF 1'000'000 400'000 1'000'000 400'000 525'547 CHF 214'219 CHF 98.92% 98.92%
10.05.2024 1.93% 0.53 CHF 0.54 CHF 1'000'000 400'000 1'000'000 400'000 512'391 CHF 208'956 CHF 99.37% 99.37%
08.05.2024 2.13% 0.49 CHF 0.50 CHF 1'000'000 400'000 1'000'000 473'013 464'511 CHF 223'915 CHF 99.35% 99.35%
07.05.2024 2.40% 0.43 CHF 0.44 CHF 1'000'000 500'000 1'000'000 500'000 411'957 CHF 210'979 CHF 94.65% 94.65%
06.05.2024 2.26% 0.41 CHF 0.42 CHF 1'000'000 500'000 1'000'000 500'000 437'833 CHF 223'917 CHF 99.37% 99.37%
03.05.2024 2.30% 0.42 CHF 0.43 CHF 1'000'000 500'000 1'000'000 500'000 429'657 CHF 219'829 CHF 99.34% 99.34%

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