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 2.16% 0.46 CHF 0.47 CHF 110'000 100'000 111'890 100'000 51'248 CHF 46'816 CHF 99.99% 99.99%
07.05.2024 2.09% 0.48 CHF 0.49 CHF 110'000 100'000 110'000 100'000 52'212 CHF 48'466 CHF 99.95% 99.95%
06.05.2024 3.16% 0.49 CHF 0.50 CHF 110'000 100'000 95'824 92'150 47'534 CHF 46'773 CHF 99.99% 99.99%
03.05.2024 4.08% 0.51 CHF 0.52 CHF 100'000 100'000 92'694 85'982 44'864 CHF 42'721 CHF 97.28% 97.28%
02.05.2024 3.26% 0.42 CHF 0.43 CHF 120'000 100'000 113'066 94'453 48'819 CHF 41'801 CHF 99.42% 99.42%
30.04.2024 3.03% 0.39 CHF 0.40 CHF 130'000 100'000 116'980 95'981 50'135 CHF 42'190 CHF 98.34% 98.34%
29.04.2024 2.23% 0.45 CHF 0.46 CHF 120'000 100'000 119'806 100'000 53'021 CHF 45'259 CHF 99.93% 99.93%
26.04.2024 3.40% 0.42 CHF 0.43 CHF 120'000 100'000 110'504 93'125 48'860 CHF 42'214 CHF 95.36% 95.36%
25.04.2024 4.90% 0.43 CHF 0.44 CHF 120'000 100'000 101'607 85'212 44'066 CHF 38'004 CHF 96.19% 96.19%
24.04.2024 2.82% 0.43 CHF 0.44 CHF 120'000 100'000 116'139 96'911 50'055 CHF 42'779 CHF 97.60% 97.60%

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