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
10.05.2024 1.23% 0.82 CHF 0.83 CHF 220'000 220'000 107'321 107'321 88'200 CHF 89'275 CHF 100.00% 100.00%
08.05.2024 1.22% 0.79 CHF 0.80 CHF 220'000 220'000 103'995 103'995 85'562 CHF 86'603 CHF 98.73% 98.73%
07.05.2024 1.13% 0.90 CHF 0.91 CHF 210'000 210'000 102'981 102'981 92'813 CHF 93'845 CHF 99.67% 99.67%
06.05.2024 1.14% 0.88 CHF 0.89 CHF 210'000 210'000 102'969 102'969 91'543 CHF 92'574 CHF 100.00% 100.00%
03.05.2024 1.18% 0.86 CHF 0.87 CHF 220'000 220'000 97'232 97'232 83'979 CHF 84'953 CHF 99.99% 99.99%
02.05.2024 1.18% 0.84 CHF 0.85 CHF 220'000 220'000 103'033 103'033 87'937 CHF 88'968 CHF 100.00% 100.00%
30.04.2024 1.11% 0.88 CHF 0.89 CHF 210'000 210'000 102'264 102'264 92'711 CHF 93'735 CHF 99.25% 99.25%
29.04.2024 1.06% 0.93 CHF 0.94 CHF 210'000 210'000 102'140 102'140 96'848 CHF 97'871 CHF 99.56% 99.56%
26.04.2024 1.53% 0.96 CHF 0.97 CHF 210'000 210'000 71'728 71'728 68'424 CHF 69'319 CHF 99.25% 99.25%
25.04.2024 0.82% 1.23 CHF 1.24 CHF 190'000 190'000 92'848 92'848 114'627 CHF 115'557 CHF 99.98% 99.98%

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