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
10.05.2024 1.76% 0.60 CHF 0.61 CHF 90'000 30'000 93'281 18'194 52'562 CHF 10'407 CHF 98.68% 98.68%
08.05.2024 0.89% 1.07 CHF 1.08 CHF 50'000 30'000 50'000 18'313 56'160 CHF 20'691 CHF 99.99% 99.99%
07.05.2024 0.91% 1.06 CHF 1.07 CHF 50'000 30'000 50'000 18'312 54'952 CHF 20'188 CHF 100.00% 100.00%
06.05.2024 0.83% 1.24 CHF 1.25 CHF 50'000 30'000 48'657 18'313 58'386 CHF 22'138 CHF 100.00% 100.00%
03.05.2024 0.71% 1.42 CHF 1.43 CHF 40'000 30'000 40'366 18'364 57'156 CHF 25'976 CHF 97.18% 97.18%
02.05.2024 0.53% 1.82 CHF 1.83 CHF 30'000 30'000 30'000 18'300 56'226 CHF 34'580 CHF 99.05% 99.05%
30.04.2024 0.61% 1.86 CHF 1.87 CHF 30'000 30'000 36'621 18'218 59'930 CHF 30'459 CHF 99.19% 99.19%
29.04.2024 0.61% 1.63 CHF 1.64 CHF 40'000 30'000 39'911 18'312 65'155 CHF 30'021 CHF 99.99% 99.99%
26.04.2024 0.56% 1.77 CHF 1.78 CHF 30'000 30'000 30'173 18'450 53'459 CHF 32'711 CHF 95.31% 95.31%
25.04.2024 0.57% 2.08 CHF 2.09 CHF 30'000 30'000 34'398 18'231 59'643 CHF 33'224 CHF 96.26% 96.26%

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