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 3.15% 0.30 CHF 0.31 CHF 548'700 548'700 269'108 269'108 83'521 CHF 86'218 CHF 97.28% 97.28%
06.05.2024 2.89% 0.34 CHF 0.35 CHF 614'300 614'300 306'057 306'057 107'992 CHF 111'058 CHF 98.41% 98.41%
03.05.2024 3.24% 0.29 CHF 0.30 CHF 655'700 655'700 318'297 318'297 100'207 CHF 103'397 CHF 99.94% 99.94%
02.05.2024 2.99% 0.30 CHF 0.31 CHF 641'400 641'400 316'314 316'314 102'710 CHF 105'880 CHF 99.99% 99.99%
30.04.2024 1.99% 0.37 CHF 0.38 CHF 320'900 320'900 157'696 157'696 78'259 CHF 79'839 CHF 96.81% 96.81%
29.04.2024 2.06% 0.59 CHF 0.60 CHF 597'300 597'300 325'615 325'615 168'478 CHF 171'739 CHF 83.98% 83.98%
26.04.2024 3.04% 0.32 CHF 0.33 CHF 613'600 613'600 305'926 305'926 98'616 CHF 101'687 CHF 99.50% 99.50%
25.04.2024 4.28% 0.28 CHF 0.29 CHF 841'500 841'500 422'606 422'606 101'762 CHF 105'998 CHF 99.84% 99.84%
24.04.2024 4.35% 0.23 CHF 0.24 CHF 1'489'600 1'489'600 741'283 741'282 172'069 CHF 179'498 CHF 98.99% 98.99%
23.04.2024 - 0.13 CHF - CHF 1'845'100 0 0 0 0 CHF 0 CHF 0.00% 100.00%

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