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 3.22% 1.63 CHF 1.66 CHF 50'000 50'000 40'949 18'691 66'783 CHF 31'170 CHF 99.66% 99.66%
07.05.2024 3.46% 1.71 CHF 1.74 CHF 50'000 50'000 42'172 18'689 64'984 CHF 30'649 CHF 99.65% 99.65%
06.05.2024 3.66% 1.43 CHF 1.46 CHF 50'000 50'000 42'172 18'688 60'423 CHF 27'551 CHF 99.65% 99.65%
03.05.2024 3.68% 1.28 CHF 1.31 CHF 50'000 50'000 42'154 18'616 59'511 CHF 26'194 CHF 99.25% 99.25%
02.05.2024 2.65% 1.35 CHF 1.37 CHF 50'000 50'000 42'130 18'519 56'231 CHF 25'376 CHF 99.12% 99.12%
30.04.2024 3.68% 1.39 CHF 1.42 CHF 50'000 50'000 42'153 18'613 60'436 CHF 27'831 CHF 99.37% 99.37%
29.04.2024 2.93% 1.56 CHF 1.59 CHF 50'000 50'000 34'468 18'937 60'562 CHF 33'078 CHF 96.86% 96.86%
26.04.2024 1.69% 1.93 CHF 1.95 CHF 100'000 100'000 46'150 38'458 93'647 CHF 78'572 CHF 93.81% 93.81%
25.04.2024 5.50% 1.03 CHF 1.06 CHF 50'000 50'000 58'842 16'697 57'156 CHF 17'001 CHF 83.83% 98.23%
24.04.2024 2.88% 1.22 CHF 1.24 CHF 50'000 50'000 49'274 18'841 60'061 CHF 23'590 CHF 97.68% 97.68%

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