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
14.05.2024 3.53% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 278'637 CHF 144'318 CHF 96.63% 96.63%
13.05.2024 3.69% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 265'827 CHF 137'913 CHF 94.51% 94.51%
10.05.2024 3.67% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 267'451 CHF 138'726 CHF 98.52% 98.52%
08.05.2024 3.52% 0.28 CHF 0.29 CHF 1'000'000 500'000 1'000'000 500'000 279'159 CHF 144'579 CHF 99.21% 99.21%
07.05.2024 3.75% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 500'000 262'889 CHF 136'445 CHF 98.81% 98.81%
06.05.2024 3.88% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 253'145 CHF 131'572 CHF 97.37% 97.37%
03.05.2024 3.89% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 500'000 251'966 CHF 130'983 CHF 99.25% 99.25%
02.05.2024 3.95% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 247'939 CHF 128'970 CHF 98.91% 98.91%
30.04.2024 4.26% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 230'039 CHF 120'019 CHF 98.81% 98.81%
29.04.2024 4.26% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 500'000 229'679 CHF 119'840 CHF 97.69% 97.69%

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