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 3.32% 0.28 CHF 0.29 CHF 180'000 50'000 174'340 28'883 51'612 CHF 8'702 CHF 99.60% 99.60%
06.05.2024 3.16% 0.31 CHF 0.32 CHF 170'000 50'000 167'420 28'880 52'207 CHF 9'402 CHF 99.66% 99.66%
03.05.2024 5.21% 0.26 CHF 0.31 CHF 5'000 5'000 151'810 22'557 44'776 CHF 6'938 CHF 99.65% 99.65%
02.05.2024 3.08% 0.29 CHF 0.30 CHF 180'000 50'000 162'034 28'902 51'846 CHF 9'406 CHF 98.94% 98.94%
30.04.2024 8.28% 0.35 CHF 0.36 CHF 150'000 50'000 50'830 13'850 20'737 CHF 5'664 CHF 96.90% 96.90%
29.04.2024 6.15% 0.40 CHF 0.45 CHF 5'000 5'000 115'994 16'864 35'994 CHF 5'648 CHF 96.41% 96.41%
26.04.2024 4.24% 0.22 CHF 0.23 CHF 230'000 50'000 218'296 29'031 50'361 CHF 6'879 CHF 95.79% 95.79%
25.04.2024 9.86% 0.18 CHF 0.23 CHF 5'000 5'000 248'063 19'387 41'179 CHF 3'465 CHF 92.37% 92.37%
24.04.2024 29.99% 0.15 CHF 0.20 CHF 5'000 5'000 2'884 2'884 418 CHF 562 CHF 95.30% 95.30%
23.04.2024 10.48% 0.09 CHF 0.10 CHF 500'000 50'000 500'000 28'878 45'278 CHF 2'921 CHF 99.67% 99.67%

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