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 3.93% 0.25 CHF 0.26 CHF 200'000 100'000 200'781 100'000 50'144 CHF 25'978 CHF 99.99% 99.99%
07.05.2024 3.69% 0.27 CHF 0.28 CHF 190'000 100'000 193'106 100'000 51'427 CHF 27'656 CHF 99.97% 99.97%
06.05.2024 5.37% 0.28 CHF 0.29 CHF 180'000 100'000 162'887 92'150 47'035 CHF 27'635 CHF 99.99% 99.99%
03.05.2024 6.81% 0.30 CHF 0.31 CHF 170'000 100'000 158'122 86'583 43'628 CHF 24'999 CHF 96.40% 96.40%
02.05.2024 6.26% 0.21 CHF 0.22 CHF 240'000 100'000 212'189 94'454 47'340 CHF 22'088 CHF 99.45% 99.45%
30.04.2024 5.87% 0.18 CHF 0.19 CHF 280'000 100'000 218'974 95'984 48'087 CHF 22'193 CHF 98.41% 98.41%
29.04.2024 4.18% 0.25 CHF 0.26 CHF 200'000 100'000 215'506 100'000 50'489 CHF 24'450 CHF 99.94% 99.94%
26.04.2024 6.38% 0.21 CHF 0.22 CHF 240'000 100'000 198'584 93'132 46'451 CHF 22'830 CHF 95.45% 95.45%
25.04.2024 9.50% 0.22 CHF 0.23 CHF 230'000 100'000 186'065 85'280 41'941 CHF 20'220 CHF 96.53% 96.53%
24.04.2024 5.42% 0.22 CHF 0.23 CHF 230'000 100'000 219'560 96'912 48'769 CHF 22'547 CHF 97.61% 97.61%

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