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
08.10.2024 2.57% 0.39 CHF 0.40 CHF 130'000 75'000 135'538 75'000 52'112 CHF 29'610 CHF 100.00% 100.00%
07.10.2024 2.34% 0.42 CHF 0.43 CHF 120'000 75'000 121'624 75'000 51'276 CHF 32'383 CHF 98.76% 98.76%
04.10.2024 2.23% 0.44 CHF 0.45 CHF 120'000 75'000 118'176 75'000 52'320 CHF 33'981 CHF 76.25% 76.25%
03.10.2024 1.86% 0.48 CHF 0.49 CHF 110'000 75'000 97'441 75'000 51'974 CHF 41'016 CHF 94.36% 94.36%
02.10.2024 1.54% 0.64 CHF 0.65 CHF 80'000 75'000 80'863 75'000 52'049 CHF 49'045 CHF 99.17% 99.17%
01.10.2024 1.39% 0.64 CHF 0.65 CHF 80'000 75'000 76'767 75'000 54'909 CHF 54'467 CHF 99.24% 99.24%
30.09.2024 1.46% 0.70 CHF 0.71 CHF 80'000 75'000 80'372 75'000 54'768 CHF 51'880 CHF 99.68% 99.68%
27.09.2024 1.40% 0.72 CHF 0.73 CHF 75'000 75'000 78'659 75'000 55'629 CHF 53'811 CHF 99.79% 99.79%
26.09.2024 1.53% 0.67 CHF 0.68 CHF 80'000 75'000 80'000 73'328 53'538 CHF 49'819 CHF 92.26% 92.26%
25.09.2024 1.67% 0.62 CHF 0.63 CHF 90'000 75'000 88'706 75'000 52'820 CHF 45'447 CHF 99.56% 99.56%

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