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 4.76% 0.21 CHF 0.22 CHF 250'000 250'000 258'688 258'701 53'076 CHF 55'666 CHF 86.71% 86.71%
07.05.2024 5.96% 0.19 CHF 0.20 CHF 300'000 300'000 322'213 322'252 52'459 CHF 55'687 CHF 84.35% 84.35%
06.05.2024 7.78% 0.12 CHF 0.13 CHF 425'000 425'000 417'870 417'874 51'661 CHF 55'840 CHF 88.61% 88.61%
03.05.2024 9.32% 0.10 CHF 0.11 CHF 500'000 500'000 490'039 482'928 50'134 CHF 54'238 CHF 86.18% 86.18%
02.05.2024 9.49% 0.09 CHF 0.10 CHF 575'000 300'000 498'833 435'741 50'143 CHF 48'850 CHF 87.43% 87.43%
30.04.2024 7.98% 0.11 CHF 0.12 CHF 425'000 425'000 425'888 425'868 51'260 CHF 55'516 CHF 88.84% 88.84%
29.04.2024 6.79% 0.13 CHF 0.14 CHF 400'000 400'000 368'798 368'806 52'465 CHF 56'155 CHF 85.46% 85.46%
26.04.2024 7.52% 0.14 CHF 0.15 CHF 375'000 375'000 428'895 402'196 54'820 CHF 55'535 CHF 89.73% 89.73%
25.04.2024 8.31% 0.11 CHF 0.12 CHF 475'000 475'000 441'713 441'706 50'975 CHF 55'392 CHF 92.25% 92.25%
24.04.2024 5.87% 0.15 CHF 0.16 CHF 350'000 350'000 312'311 312'313 51'593 CHF 54'716 CHF 90.70% 90.70%

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