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
14.05.2024 4.64% 0.41 CHF 0.42 CHF 200'000 200'000 145'846 84'174 58'072 CHF 34'962 CHF 98.07% 98.07%
13.05.2024 5.34% 0.44 CHF 0.45 CHF 200'000 200'000 165'507 83'627 58'970 CHF 32'757 CHF 99.65% 99.65%
10.05.2024 5.08% 0.36 CHF 0.37 CHF 200'000 200'000 154'959 83'717 55'777 CHF 31'478 CHF 96.06% 96.06%
08.05.2024 4.85% 0.33 CHF 0.34 CHF 200'000 200'000 150'027 85'432 55'285 CHF 31'890 CHF 94.58% 94.58%
07.05.2024 4.26% 0.44 CHF 0.45 CHF 200'000 200'000 137'522 83'898 60'092 CHF 38'302 CHF 98.84% 98.84%
06.05.2024 4.33% 0.42 CHF 0.43 CHF 200'000 200'000 137'845 83'661 58'957 CHF 37'269 CHF 99.56% 99.56%
03.05.2024 4.58% 0.41 CHF 0.42 CHF 200'000 200'000 145'461 83'992 58'448 CHF 35'408 CHF 98.07% 98.07%
02.05.2024 4.61% 0.38 CHF 0.39 CHF 200'000 200'000 145'216 83'626 57'253 CHF 33'762 CHF 99.67% 99.67%
30.04.2024 4.08% 0.42 CHF 0.43 CHF 200'000 200'000 132'519 83'599 59'149 CHF 38'281 CHF 99.64% 99.64%
29.04.2024 3.67% 0.47 CHF 0.48 CHF 200'000 200'000 121'879 83'813 59'857 CHF 41'748 CHF 99.08% 99.08%

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