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 1.03% 0.95 CHF 0.96 CHF 250'000 100'000 250'000 100'000 241'894 CHF 97'758 CHF 97.18% 97.18%
06.05.2024 1.02% 0.98 CHF 0.99 CHF 250'000 100'000 250'000 100'000 244'532 CHF 98'813 CHF 99.17% 99.17%
03.05.2024 1.01% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 246'867 CHF 99'747 CHF 99.16% 99.16%
02.05.2024 1.07% 0.95 CHF 0.96 CHF 250'000 100'000 250'000 100'000 232'138 CHF 93'855 CHF 99.12% 99.12%
30.04.2024 1.23% 0.83 CHF 0.84 CHF 250'000 100'000 250'000 100'000 202'728 CHF 82'091 CHF 99.16% 99.16%
29.04.2024 2.23% 0.45 CHF 0.46 CHF 250'000 100'000 250'000 100'000 111'146 CHF 45'458 CHF 99.17% 99.17%
26.04.2024 1.94% 0.46 CHF 0.47 CHF 250'000 100'000 250'000 100'000 127'554 CHF 52'021 CHF 99.17% 99.17%
25.04.2024 2.02% 0.58 CHF 0.59 CHF 250'000 100'000 250'000 100'000 123'804 CHF 50'522 CHF 97.40% 97.40%
24.04.2024 2.09% 0.49 CHF 0.50 CHF 250'000 100'000 250'000 100'000 118'452 CHF 48'381 CHF 98.90% 98.90%
23.04.2024 1.93% 0.50 CHF 0.51 CHF 250'000 100'000 250'000 100'000 128'275 CHF 52'310 CHF 99.17% 99.17%

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