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
15.05.2024 2.18% 0.81 CHF 0.84 CHF 70'000 50'000 75'742 49'465 54'901 CHF 36'772 CHF 97.97% 97.97%
14.05.2024 4.20% 0.61 CHF 0.63 CHF 25'000 25'000 25'000 25'000 13'799 CHF 14'388 CHF 89.20% 89.20%
13.05.2024 3.25% 0.39 CHF 0.41 CHF 130'000 50'000 128'450 50'000 51'741 CHF 20'816 CHF 97.43% 97.43%
10.05.2024 3.18% 0.42 CHF 0.43 CHF 120'000 50'000 127'886 50'000 52'079 CHF 21'056 CHF 98.68% 98.68%
08.05.2024 3.15% 0.39 CHF 0.41 CHF 130'000 50'000 131'796 50'000 51'384 CHF 20'125 CHF 98.79% 98.79%
07.05.2024 3.57% 0.39 CHF 0.40 CHF 130'000 50'000 142'581 50'000 51'382 CHF 18'702 CHF 82.64% 82.64%
06.05.2024 3.87% 0.33 CHF 0.35 CHF 160'000 50'000 159'137 50'000 52'134 CHF 17'030 CHF 100.00% 100.00%
03.05.2024 3.79% 0.35 CHF 0.36 CHF 150'000 50'000 144'269 50'000 51'428 CHF 18'530 CHF 96.72% 96.72%
02.05.2024 4.36% 0.32 CHF 0.33 CHF 160'000 50'000 169'855 50'000 51'686 CHF 15'908 CHF 99.13% 99.13%
30.04.2024 4.89% 0.28 CHF 0.30 CHF 180'000 50'000 180'904 50'000 50'877 CHF 14'774 CHF 90.36% 90.36%

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