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
07.05.2024 0.75% 1.35 CHF 1.36 CHF 140'000 140'000 77'952 77'952 106'023 CHF 106'805 CHF 98.16% 98.16%
06.05.2024 0.80% 1.30 CHF 1.31 CHF 140'000 140'000 79'393 79'393 101'314 CHF 102'111 CHF 91.73% 91.73%
03.05.2024 0.89% 1.22 CHF 1.23 CHF 140'000 140'000 80'327 80'327 93'618 CHF 94'425 CHF 96.28% 96.28%
02.05.2024 0.92% 1.10 CHF 1.11 CHF 150'000 150'000 82'427 82'427 90'974 CHF 91'801 CHF 98.48% 98.48%
30.04.2024 0.88% 1.10 CHF 1.11 CHF 140'000 140'000 78'431 78'431 91'123 CHF 91'910 CHF 96.24% 96.24%
29.04.2024 0.81% 1.17 CHF 1.18 CHF 140'000 140'000 78'218 78'218 97'079 CHF 97'864 CHF 98.09% 98.09%
26.04.2024 0.72% 1.32 CHF 1.33 CHF 150'000 150'000 55'356 52'995 76'624 CHF 74'046 CHF 95.76% 95.76%
25.04.2024 0.87% 1.07 CHF 1.08 CHF 150'000 150'000 83'033 83'033 95'564 CHF 96'396 CHF 98.78% 98.78%
24.04.2024 0.76% 1.34 CHF 1.35 CHF 150'000 150'000 82'917 82'917 112'235 CHF 113'068 CHF 99.44% 99.44%
23.04.2024 0.82% 1.30 CHF 1.31 CHF 150'000 150'000 83'077 83'077 104'278 CHF 105'112 CHF 99.81% 99.81%

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