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 7.50% 0.13 CHF 0.14 CHF 390'000 20'000 394'652 8'113 50'654 CHF 1'128 CHF 97.43% 97.43%
06.05.2024 6.91% 0.14 CHF 0.15 CHF 360'000 20'000 361'082 8'112 50'425 CHF 1'210 CHF 98.41% 98.41%
03.05.2024 11.95% 0.10 CHF 0.15 CHF 2'000 2'000 331'424 5'514 43'516 CHF 777 CHF 98.96% 98.96%
02.05.2024 7.54% 0.13 CHF 0.14 CHF 390'000 20'000 396'371 7'950 50'587 CHF 1'107 CHF 90.38% 90.38%
30.04.2024 5.48% 0.16 CHF 0.17 CHF 320'000 20'000 285'359 7'706 50'620 CHF 1'430 CHF 96.28% 96.28%
29.04.2024 5.09% 0.20 CHF 0.21 CHF 250'000 20'000 266'019 8'037 50'893 CHF 1'622 CHF 98.17% 98.17%
26.04.2024 4.76% 0.19 CHF 0.20 CHF 270'000 20'000 246'169 8'148 50'431 CHF 1'708 CHF 97.90% 97.90%
25.04.2024 6.34% 0.16 CHF 0.17 CHF 320'000 20'000 333'791 7'815 50'991 CHF 1'260 CHF 96.89% 96.89%
24.04.2024 6.40% 0.14 CHF 0.15 CHF 360'000 20'000 337'153 8'063 50'965 CHF 1'276 CHF 97.73% 97.73%
23.04.2024 7.27% 0.16 CHF 0.17 CHF 320'000 20'000 382'395 8'031 50'687 CHF 1'236 CHF 98.74% 98.74%

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