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
07.05.2024 4.82% 0.22 CHF 0.23 CHF 230'000 200'000 249'184 200'000 50'408 CHF 42'538 CHF 84.47% 84.47%
06.05.2024 5.77% 0.16 CHF 0.17 CHF 320'000 200'000 302'356 200'000 50'893 CHF 35'764 CHF 92.67% 92.67%
03.05.2024 6.38% 0.15 CHF 0.16 CHF 340'000 200'000 336'294 200'000 51'030 CHF 32'371 CHF 92.31% 92.31%
02.05.2024 6.48% 0.14 CHF 0.15 CHF 360'000 200'000 340'878 200'000 50'881 CHF 31'912 CHF 93.09% 93.09%
30.04.2024 5.75% 0.15 CHF 0.16 CHF 340'000 200'000 301'682 200'000 50'955 CHF 35'832 CHF 96.29% 96.29%
29.04.2024 5.05% 0.18 CHF 0.19 CHF 280'000 200'000 262'612 200'000 50'670 CHF 40'642 CHF 99.20% 99.20%
26.04.2024 5.37% 0.19 CHF 0.20 CHF 270'000 200'000 279'281 200'000 50'600 CHF 38'256 CHF 94.74% 94.74%
25.04.2024 5.59% 0.17 CHF 0.18 CHF 300'000 200'000 291'628 200'000 50'646 CHF 36'845 CHF 97.40% 97.40%
24.04.2024 4.36% 0.21 CHF 0.22 CHF 240'000 200'000 225'441 200'000 50'573 CHF 46'912 CHF 98.73% 98.73%
23.04.2024 3.95% 0.25 CHF 0.26 CHF 200'000 200'000 203'139 200'000 50'447 CHF 51'697 CHF 97.54% 97.54%

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