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 4.36% 0.37 CHF 0.38 CHF 200'000 200'000 141'357 85'442 58'117 CHF 35'613 CHF 94.61% 94.61%
07.05.2024 3.88% 0.49 CHF 0.50 CHF 200'000 200'000 129'720 83'912 62'357 CHF 41'949 CHF 98.87% 98.87%
06.05.2024 3.94% 0.46 CHF 0.47 CHF 200'000 200'000 129'578 83'670 61'054 CHF 40'889 CHF 99.59% 99.59%
03.05.2024 4.14% 0.45 CHF 0.46 CHF 200'000 200'000 137'164 83'990 61'091 CHF 39'041 CHF 98.08% 98.08%
02.05.2024 4.17% 0.43 CHF 0.44 CHF 200'000 200'000 137'026 83'620 59'923 CHF 37'403 CHF 99.67% 99.67%
30.04.2024 3.73% 0.47 CHF 0.48 CHF 200'000 200'000 124'778 83'633 61'081 CHF 41'948 CHF 99.68% 99.68%
29.04.2024 3.38% 0.51 CHF 0.52 CHF 200'000 200'000 119'246 83'824 63'703 CHF 45'408 CHF 99.11% 99.11%
26.04.2024 3.18% 0.55 CHF 0.56 CHF 200'000 200'000 111'189 82'282 63'952 CHF 47'573 CHF 69.30% 69.30%
25.04.2024 2.31% 0.82 CHF 0.83 CHF 200'000 200'000 97'481 82'759 79'456 CHF 68'819 CHF 98.49% 98.49%
24.04.2024 2.28% 0.83 CHF 0.84 CHF 200'000 200'000 98'798 84'091 80'889 CHF 70'378 CHF 97.76% 97.76%

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