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 1.38% 0.69 CHF 0.70 CHF 220'000 220'000 103'998 103'998 75'167 CHF 76'209 CHF 98.73% 98.73%
07.05.2024 1.27% 0.80 CHF 0.81 CHF 210'000 210'000 103'022 103'022 82'568 CHF 83'600 CHF 99.61% 99.61%
06.05.2024 1.29% 0.78 CHF 0.79 CHF 210'000 210'000 102'967 102'967 81'318 CHF 82'349 CHF 100.00% 100.00%
03.05.2024 1.33% 0.76 CHF 0.77 CHF 220'000 220'000 97'245 97'245 74'277 CHF 75'251 CHF 100.00% 100.00%
02.05.2024 1.33% 0.74 CHF 0.75 CHF 220'000 220'000 103'032 103'032 77'675 CHF 78'707 CHF 100.00% 100.00%
30.04.2024 1.25% 0.78 CHF 0.79 CHF 210'000 210'000 102'260 102'260 82'546 CHF 83'571 CHF 99.27% 99.27%
29.04.2024 1.18% 0.83 CHF 0.84 CHF 210'000 210'000 102'140 102'140 86'616 CHF 87'639 CHF 99.56% 99.56%
26.04.2024 1.70% 0.86 CHF 0.87 CHF 210'000 210'000 71'722 71'722 61'219 CHF 62'114 CHF 99.25% 99.25%
25.04.2024 0.90% 1.13 CHF 1.14 CHF 190'000 190'000 92'849 92'849 105'400 CHF 106'330 CHF 99.98% 99.98%
24.04.2024 0.90% 1.14 CHF 1.15 CHF 190'000 190'000 93'200 93'200 106'119 CHF 107'052 CHF 99.91% 99.91%

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