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
28.05.2025 3.88% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 500'000 253'198 CHF 131'599 CHF 99.26% 99.26%
27.05.2025 3.86% 0.26 CHF 0.27 CHF 1'000'000 500'000 999'888 500'000 254'463 CHF 132'246 CHF 99.17% 99.17%
26.05.2025 3.91% 0.25 CHF 0.26 CHF 1'000'000 500'000 999'997 500'000 250'856 CHF 130'428 CHF 99.27% 99.27%
23.05.2025 3.85% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 255'536 CHF 132'768 CHF 83.11% 83.11%
22.05.2025 3.96% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 247'820 CHF 128'910 CHF 99.27% 99.27%
21.05.2025 3.79% 0.26 CHF 0.27 CHF 1'000'000 500'000 999'890 499'747 258'856 CHF 134'375 CHF 99.23% 99.23%
20.05.2025 3.43% 0.28 CHF 0.29 CHF 1'000'000 500'000 999'883 499'759 287'069 CHF 148'480 CHF 99.27% 99.27%
19.05.2025 3.00% 0.35 CHF 0.36 CHF 1'000'000 500'000 999'634 499'885 327'992 CHF 169'014 CHF 99.27% 99.27%
16.05.2025 3.03% 0.32 CHF 0.33 CHF 1'000'000 500'000 999'925 499'997 325'296 CHF 167'660 CHF 99.27% 99.27%
15.05.2025 3.10% 0.32 CHF 0.33 CHF 1'000'000 500'000 1'000'000 499'914 317'600 CHF 163'772 CHF 99.27% 99.27%

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