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 2.82% 0.34 CHF 0.35 CHF 150'000 100'000 147'378 60'866 51'524 CHF 21'792 CHF 99.63% 99.63%
07.05.2024 2.75% 0.35 CHF 0.36 CHF 150'000 100'000 142'502 61'437 51'154 CHF 22'690 CHF 94.65% 94.65%
06.05.2024 13.66% 0.32 CHF 0.37 CHF 10'000 10'000 15'169 6'964 4'910 CHF 2'564 CHF 95.38% 95.38%
03.05.2024 13.40% 0.36 CHF 0.41 CHF 10'000 10'000 5'729 5'729 2'012 CHF 2'298 CHF 94.26% 94.26%
02.05.2024 4.24% 0.23 CHF 0.24 CHF 220'000 100'000 218'995 57'770 50'574 CHF 13'941 CHF 99.54% 99.54%
30.04.2024 3.78% 0.26 CHF 0.27 CHF 200'000 100'000 199'057 56'680 51'673 CHF 15'322 CHF 97.14% 97.14%
29.04.2024 3.97% 0.27 CHF 0.28 CHF 190'000 100'000 204'420 57'931 50'500 CHF 15'277 CHF 97.33% 97.33%
26.04.2024 4.44% 0.22 CHF 0.23 CHF 230'000 100'000 229'563 58'609 50'599 CHF 13'520 CHF 89.79% 89.79%
25.04.2024 4.79% 0.21 CHF 0.22 CHF 240'000 100'000 246'086 56'977 50'157 CHF 12'239 CHF 97.42% 97.42%
24.04.2024 5.22% 0.19 CHF 0.20 CHF 270'000 100'000 273'316 58'503 50'961 CHF 11'528 CHF 97.72% 97.72%

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