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
08.05.2024 3.32% 0.30 CHF 0.31 CHF 170'000 100'000 173'542 100'000 51'425 CHF 30'646 CHF 99.99% 99.99%
07.05.2024 3.14% 0.32 CHF 0.33 CHF 160'000 100'000 165'444 100'000 51'806 CHF 32'332 CHF 99.92% 99.92%
06.05.2024 4.66% 0.33 CHF 0.34 CHF 160'000 100'000 142'670 92'150 47'671 CHF 31'828 CHF 99.99% 99.99%
03.05.2024 5.81% 0.35 CHF 0.36 CHF 150'000 100'000 137'478 86'949 44'210 CHF 29'076 CHF 95.86% 95.86%
02.05.2024 5.19% 0.26 CHF 0.27 CHF 200'000 100'000 177'813 94'455 48'002 CHF 26'521 CHF 99.47% 99.47%
30.04.2024 4.86% 0.22 CHF 0.23 CHF 230'000 100'000 182'683 95'984 48'678 CHF 26'663 CHF 98.41% 98.41%
29.04.2024 3.51% 0.29 CHF 0.30 CHF 180'000 100'000 181'564 100'000 50'847 CHF 29'015 CHF 99.88% 99.88%
26.04.2024 5.23% 0.25 CHF 0.26 CHF 200'000 100'000 169'503 93'575 47'483 CHF 27'250 CHF 94.88% 94.88%
25.04.2024 7.94% 0.27 CHF 0.28 CHF 190'000 100'000 155'894 85'059 42'301 CHF 24'092 CHF 96.41% 96.41%
24.04.2024 4.50% 0.27 CHF 0.28 CHF 190'000 100'000 184'950 96'910 49'581 CHF 27'010 CHF 97.56% 97.56%

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