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 6.25% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 69'921 CHF 24'807 CHF 99.57% 99.57%
08.05.2024 7.00% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 62'086 CHF 22'195 CHF 99.56% 99.56%
07.05.2024 7.47% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 58'133 CHF 20'878 CHF 99.39% 99.39%
06.05.2024 8.06% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 53'630 CHF 19'377 CHF 99.57% 99.57%
03.05.2024 8.70% 0.11 CHF 0.12 CHF 450'000 150'000 468'382 156'127 51'456 CHF 18'713 CHF 99.42% 99.42%
02.05.2024 7.44% 0.13 CHF 0.14 CHF 450'000 150'000 450'315 150'105 58'300 CHF 20'935 CHF 99.55% 99.55%
30.04.2024 7.12% 0.11 CHF 0.12 CHF 600'000 200'000 458'923 152'974 62'546 CHF 22'378 CHF 93.10% 93.10%
29.04.2024 7.51% 0.13 CHF 0.14 CHF 600'000 200'000 576'864 192'288 73'933 CHF 26'567 CHF 99.57% 99.57%
26.04.2024 7.41% 0.13 CHF 0.14 CHF 600'000 200'000 583'262 194'421 75'724 CHF 27'186 CHF 99.56% 99.56%
25.04.2024 7.67% 0.14 CHF 0.15 CHF 600'000 200'000 591'432 197'144 74'500 CHF 26'805 CHF 99.50% 99.50%

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