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 6.98% 0.21 CHF 0.22 CHF 240'000 200'000 203'047 85'441 51'269 CHF 21'896 CHF 94.61% 94.61%
07.05.2024 5.78% 0.33 CHF 0.34 CHF 200'000 200'000 172'615 83'912 55'019 CHF 28'507 CHF 98.88% 98.88%
06.05.2024 5.92% 0.30 CHF 0.31 CHF 200'000 200'000 176'237 83'671 54'686 CHF 27'515 CHF 99.59% 99.59%
03.05.2024 6.41% 0.29 CHF 0.30 CHF 200'000 200'000 188'239 83'997 53'394 CHF 25'618 CHF 98.09% 98.09%
02.05.2024 6.47% 0.27 CHF 0.28 CHF 200'000 200'000 185'081 83'620 51'549 CHF 23'947 CHF 99.67% 99.67%
30.04.2024 5.48% 0.30 CHF 0.31 CHF 200'000 200'000 163'651 83'632 54'086 CHF 28'475 CHF 99.68% 99.68%
29.04.2024 4.76% 0.35 CHF 0.36 CHF 200'000 200'000 145'671 83'822 54'920 CHF 31'930 CHF 99.11% 99.11%
26.04.2024 4.33% 0.38 CHF 0.39 CHF 200'000 200'000 133'733 82'274 56'294 CHF 34'345 CHF 69.31% 69.31%
25.04.2024 2.83% 0.67 CHF 0.68 CHF 200'000 200'000 105'383 82'778 69'949 CHF 56'344 CHF 98.51% 98.51%
24.04.2024 2.80% 0.68 CHF 0.69 CHF 200'000 200'000 106'583 84'091 71'056 CHF 57'695 CHF 97.76% 97.76%

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