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 3.70% 0.45 CHF 0.46 CHF 200'000 200'000 125'319 85'440 60'875 CHF 42'153 CHF 94.61% 94.61%
07.05.2024 3.35% 0.56 CHF 0.57 CHF 200'000 200'000 121'398 83'912 67'690 CHF 48'362 CHF 98.87% 98.87%
06.05.2024 3.40% 0.54 CHF 0.55 CHF 200'000 200'000 121'752 83'668 66'684 CHF 47'273 CHF 99.58% 99.58%
03.05.2024 3.54% 0.53 CHF 0.54 CHF 200'000 200'000 122'069 83'997 63'790 CHF 45'455 CHF 98.09% 98.09%
02.05.2024 3.56% 0.51 CHF 0.52 CHF 200'000 200'000 121'721 83'619 62'457 CHF 43'831 CHF 99.67% 99.67%
30.04.2024 3.24% 0.54 CHF 0.55 CHF 200'000 200'000 114'283 83'623 64'671 CHF 48'374 CHF 99.67% 99.67%
29.04.2024 2.97% 0.59 CHF 0.60 CHF 200'000 200'000 106'931 83'824 65'091 CHF 51'837 CHF 99.11% 99.11%
26.04.2024 2.83% 0.62 CHF 0.63 CHF 200'000 200'000 103'647 82'275 67'285 CHF 53'882 CHF 69.31% 69.31%
25.04.2024 2.11% 0.89 CHF 0.90 CHF 200'000 200'000 89'612 82'777 79'975 CHF 75'193 CHF 98.51% 98.51%
24.04.2024 2.09% 0.90 CHF 0.91 CHF 200'000 200'000 91'014 84'091 81'635 CHF 76'837 CHF 97.76% 97.76%

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