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 0.64% 1.53 CHF 1.54 CHF 100'000 100'000 61'009 61'009 95'125 CHF 95'735 CHF 98.38% 98.38%
06.05.2024 0.69% 1.61 CHF 1.62 CHF 100'000 100'000 60'956 60'956 90'078 CHF 90'688 CHF 98.35% 98.35%
03.05.2024 0.83% 1.27 CHF 1.28 CHF 100'000 100'000 60'831 60'831 74'334 CHF 74'943 CHF 99.60% 99.60%
02.05.2024 1.00% 1.05 CHF 1.06 CHF 100'000 100'000 63'728 61'022 63'469 CHF 61'416 CHF 98.21% 98.21%
30.04.2024 0.78% 1.24 CHF 1.25 CHF 100'000 100'000 61'061 61'061 78'679 CHF 79'290 CHF 97.86% 97.86%
29.04.2024 0.85% 1.23 CHF 1.24 CHF 100'000 100'000 61'268 61'268 78'272 CHF 78'938 CHF 96.08% 96.08%
26.04.2024 1.11% 1.22 CHF 1.23 CHF 100'000 100'000 68'834 61'156 70'213 CHF 63'497 CHF 96.46% 96.46%
25.04.2024 3.23% 0.76 CHF 0.77 CHF 100'000 100'000 79'526 51'418 48'581 CHF 33'190 CHF 95.71% 95.71%
24.04.2024 1.14% 0.80 CHF 0.81 CHF 100'000 100'000 67'969 61'139 63'737 CHF 57'805 CHF 97.23% 97.23%
23.04.2024 1.65% 0.80 CHF 0.81 CHF 100'000 100'000 85'675 60'983 58'074 CHF 42'709 CHF 98.60% 98.60%

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