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 2.44% 0.68 CHF 0.69 CHF 100'000 100'000 37'632 37'632 25'791 CHF 26'323 CHF 98.28% 98.28%
06.05.2024 2.74% 0.78 CHF 0.79 CHF 100'000 100'000 37'547 37'547 26'375 CHF 26'906 CHF 98.25% 98.25%
03.05.2024 3.60% 0.54 CHF 0.55 CHF 200'000 200'000 74'729 74'729 39'377 CHF 40'438 CHF 99.54% 99.54%
02.05.2024 4.45% 0.42 CHF 0.43 CHF 200'000 200'000 75'245 75'245 29'522 CHF 30'586 CHF 98.14% 98.14%
30.04.2024 2.76% 0.61 CHF 0.62 CHF 100'000 100'000 37'639 37'639 24'661 CHF 25'193 CHF 97.71% 97.71%
29.04.2024 2.68% 0.60 CHF 0.61 CHF 100'000 100'000 38'040 38'040 23'602 CHF 24'137 CHF 96.02% 96.02%
26.04.2024 3.62% 0.62 CHF 0.63 CHF 200'000 200'000 75'580 75'580 40'185 CHF 41'252 CHF 96.32% 96.32%
25.04.2024 7.09% 0.37 CHF 0.38 CHF 200'000 200'000 74'016 74'016 24'201 CHF 25'521 CHF 95.11% 95.11%
24.04.2024 3.32% 0.43 CHF 0.44 CHF 200'000 200'000 75'597 75'597 37'905 CHF 38'972 CHF 97.13% 97.13%
23.04.2024 4.68% 0.44 CHF 0.45 CHF 200'000 200'000 75'112 75'112 29'809 CHF 30'872 CHF 98.51% 98.51%

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