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 2.39% 0.63 CHF 0.64 CHF 155'000 155'000 68'899 68'899 44'077 CHF 44'978 CHF 98.40% 98.40%
07.05.2024 2.42% 0.62 CHF 0.63 CHF 155'000 155'000 69'530 69'530 44'123 CHF 45'030 CHF 98.63% 98.63%
06.05.2024 2.68% 0.55 CHF 0.56 CHF 150'000 150'000 68'774 68'774 38'580 CHF 39'475 CHF 99.14% 99.14%
03.05.2024 2.52% 0.60 CHF 0.61 CHF 155'000 155'000 69'491 69'491 41'869 CHF 42'773 CHF 99.99% 99.99%
02.05.2024 2.14% 0.65 CHF 0.66 CHF 155'000 155'000 70'821 70'821 49'725 CHF 50'647 CHF 100.00% 100.00%
30.04.2024 2.15% 0.71 CHF 0.72 CHF 155'000 155'000 70'981 70'981 50'602 CHF 51'526 CHF 99.66% 99.66%
29.04.2024 1.92% 0.72 CHF 0.73 CHF 160'000 160'000 72'954 72'954 57'183 CHF 58'138 CHF 99.47% 99.47%
26.04.2024 1.87% 0.83 CHF 0.84 CHF 165'000 165'000 74'064 74'064 61'359 CHF 62'328 CHF 97.68% 97.68%
25.04.2024 2.62% 0.93 CHF 0.94 CHF 170'000 170'000 56'138 56'139 50'897 CHF 51'770 CHF 99.60% 99.60%
24.04.2024 4.30% 0.78 CHF 0.79 CHF 160'000 160'000 55'832 55'832 40'258 CHF 41'119 CHF 95.36% 95.36%

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