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 3.43% 0.49 CHF 0.50 CHF 200'000 200'000 120'254 85'441 62'934 CHF 45'461 CHF 94.61% 94.61%
07.05.2024 3.14% 0.60 CHF 0.61 CHF 200'000 200'000 114'102 83'912 68'084 CHF 51'602 CHF 98.87% 98.87%
06.05.2024 3.18% 0.58 CHF 0.59 CHF 200'000 200'000 113'929 83'669 66'820 CHF 50'495 CHF 99.58% 99.58%
03.05.2024 3.30% 0.56 CHF 0.57 CHF 200'000 200'000 119'750 83'999 67'178 CHF 48'688 CHF 98.09% 98.09%
02.05.2024 3.32% 0.54 CHF 0.55 CHF 200'000 200'000 114'541 83'637 63'137 CHF 47'082 CHF 99.69% 99.69%
30.04.2024 3.04% 0.58 CHF 0.59 CHF 200'000 200'000 113'064 83'622 68'350 CHF 51'617 CHF 99.67% 99.67%
29.04.2024 2.80% 0.63 CHF 0.64 CHF 200'000 200'000 106'222 83'821 68'760 CHF 55'080 CHF 99.11% 99.11%
26.04.2024 2.68% 0.66 CHF 0.67 CHF 200'000 200'000 97'929 82'281 67'135 CHF 57'075 CHF 69.30% 69.30%
25.04.2024 2.02% 0.93 CHF 0.94 CHF 200'000 200'000 89'622 82'788 83'455 CHF 78'409 CHF 98.52% 98.52%
24.04.2024 2.00% 0.94 CHF 0.95 CHF 200'000 200'000 91'020 84'098 85'166 CHF 80'100 CHF 97.77% 97.77%

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