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 2.23% 0.44 CHF 0.45 CHF 1'000'000 400'000 1'000'000 400'000 444'046 CHF 181'619 CHF 99.16% 99.16%
16.05.2024 2.77% 0.40 CHF 0.41 CHF 1'000'000 400'000 1'000'000 400'000 356'098 CHF 146'439 CHF 99.36% 99.36%
15.05.2024 3.66% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 268'612 CHF 139'306 CHF 99.12% 99.12%
14.05.2024 3.99% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 500'000 245'708 CHF 127'854 CHF 99.37% 99.37%
13.05.2024 3.39% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 290'890 CHF 150'445 CHF 98.90% 98.90%
10.05.2024 3.26% 0.31 CHF 0.32 CHF 1'000'000 500'000 999'976 500'000 302'257 CHF 156'132 CHF 99.36% 99.36%
08.05.2024 3.46% 0.30 CHF 0.31 CHF 1'000'000 500'000 1'000'000 500'000 284'220 CHF 147'110 CHF 99.36% 99.36%
07.05.2024 3.91% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 250'818 CHF 130'409 CHF 99.36% 99.36%
06.05.2024 4.59% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 213'332 CHF 111'666 CHF 99.37% 99.37%
03.05.2024 5.17% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 188'993 CHF 99'497 CHF 99.18% 99.18%

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