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 5.28% 0.43 CHF 0.45 CHF 120'000 50'000 129'705 50'000 51'785 CHF 21'109 CHF 96.12% 96.12%
06.05.2024 5.72% 0.41 CHF 0.43 CHF 130'000 50'000 139'386 50'000 51'841 CHF 19'736 CHF 97.81% 97.81%
03.05.2024 4.72% 0.33 CHF 0.36 CHF 160'000 50'000 170'886 50'000 51'659 CHF 15'939 CHF 92.05% 92.05%
02.05.2024 4.19% 0.28 CHF 0.29 CHF 180'000 50'000 189'245 50'000 51'050 CHF 14'101 CHF 99.40% 99.40%
30.04.2024 4.00% 0.28 CHF 0.29 CHF 180'000 50'000 155'533 50'000 51'800 CHF 17'464 CHF 91.76% 91.76%
29.04.2024 4.76% 0.42 CHF 0.44 CHF 120'000 50'000 114'227 50'000 51'897 CHF 23'868 CHF 97.46% 97.46%
26.04.2024 3.29% 0.44 CHF 0.46 CHF 120'000 50'000 131'780 50'000 51'895 CHF 20'440 CHF 95.44% 95.44%
25.04.2024 3.44% 0.35 CHF 0.36 CHF 150'000 50'000 154'222 50'000 51'611 CHF 17'750 CHF 96.21% 96.21%
24.04.2024 2.49% 0.46 CHF 0.47 CHF 110'000 50'000 112'492 50'000 52'210 CHF 23'864 CHF 98.92% 98.92%
23.04.2024 2.68% 0.44 CHF 0.45 CHF 120'000 50'000 124'081 50'000 51'854 CHF 21'493 CHF 99.46% 99.46%

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