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 5.08% 0.19 CHF 0.20 CHF 420'000 420'000 228'699 228'699 45'349 CHF 47'645 CHF 97.68% 97.68%
06.05.2024 5.75% 0.17 CHF 0.18 CHF 400'000 400'000 219'164 219'164 38'694 CHF 40'894 CHF 99.27% 99.27%
03.05.2024 4.74% 0.22 CHF 0.23 CHF 720'000 720'000 261'715 261'715 57'381 CHF 60'027 CHF 97.88% 97.88%
02.05.2024 12.50% 0.08 CHF 0.09 CHF 760'000 760'000 419'910 419'910 32'685 CHF 36'901 CHF 100.00% 100.00%
30.04.2024 9.50% 0.10 CHF 0.11 CHF 760'000 760'000 418'185 418'185 43'727 CHF 47'928 CHF 99.68% 99.68%
29.04.2024 10.86% 0.11 CHF 0.12 CHF 760'000 760'000 418'079 418'079 40'564 CHF 44'763 CHF 99.72% 99.72%
26.04.2024 13.68% 0.07 CHF 0.08 CHF 770'000 770'000 428'644 428'644 30'170 CHF 34'474 CHF 99.49% 99.49%
25.04.2024 15.98% 0.06 CHF 0.07 CHF 780'000 780'000 429'757 429'757 25'824 CHF 30'141 CHF 99.88% 99.88%
24.04.2024 20.56% 0.05 CHF 0.06 CHF 790'000 790'000 434'622 434'622 19'983 CHF 24'347 CHF 99.87% 99.87%
23.04.2024 24.22% 0.04 CHF 0.05 CHF 800'000 800'000 436'915 436'915 16'723 CHF 21'112 CHF 99.60% 99.60%

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