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
13.05.2024 5.83% 0.41 CHF 0.42 CHF 200'000 200'000 174'671 83'625 56'943 CHF 30'318 CHF 99.64% 99.64%
10.05.2024 5.51% 0.33 CHF 0.34 CHF 200'000 200'000 166'903 83'737 55'216 CHF 29'048 CHF 96.08% 96.08%
08.05.2024 5.24% 0.30 CHF 0.31 CHF 200'000 200'000 158'865 85'434 54'021 CHF 29'402 CHF 94.57% 94.57%
07.05.2024 4.56% 0.41 CHF 0.42 CHF 200'000 200'000 145'332 83'898 59'225 CHF 35'862 CHF 98.84% 98.84%
06.05.2024 4.64% 0.39 CHF 0.40 CHF 200'000 200'000 145'250 83'653 57'883 CHF 34'837 CHF 99.56% 99.56%
03.05.2024 4.93% 0.38 CHF 0.39 CHF 200'000 200'000 153'217 83'991 57'067 CHF 32'969 CHF 98.06% 98.06%
02.05.2024 4.97% 0.36 CHF 0.37 CHF 200'000 200'000 153'009 83'626 55'912 CHF 31'316 CHF 99.67% 99.67%
30.04.2024 4.36% 0.39 CHF 0.40 CHF 200'000 200'000 139'751 83'622 58'350 CHF 35'843 CHF 99.65% 99.65%
29.04.2024 3.89% 0.44 CHF 0.45 CHF 200'000 200'000 129'660 83'810 60'043 CHF 39'301 CHF 99.08% 99.08%
26.04.2024 3.62% 0.47 CHF 0.48 CHF 200'000 200'000 119'180 82'302 60'187 CHF 41'596 CHF 69.25% 69.25%

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