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
10.05.2024 6.83% 0.15 CHF 0.16 CHF 750'000 250'000 873'358 291'119 123'425 CHF 44'053 CHF 99.55% 99.55%
08.05.2024 7.37% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 117'741 CHF 42'247 CHF 99.56% 99.56%
07.05.2024 7.37% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 117'663 CHF 42'221 CHF 99.52% 99.52%
06.05.2024 7.59% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 114'232 CHF 41'077 CHF 99.59% 99.59%
03.05.2024 8.00% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 108'156 CHF 39'052 CHF 99.47% 99.47%
02.05.2024 7.42% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 116'758 CHF 41'919 CHF 99.60% 99.60%
30.04.2024 7.32% 0.12 CHF 0.13 CHF 900'000 300'000 899'467 299'822 118'576 CHF 42'524 CHF 93.16% 93.16%
29.04.2024 7.64% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 113'448 CHF 40'816 CHF 99.59% 99.59%
26.04.2024 7.56% 0.12 CHF 0.13 CHF 900'000 300'000 901'084 301'084 114'854 CHF 41'382 CHF 99.59% 99.59%
25.04.2024 7.81% 0.13 CHF 0.14 CHF 1'000'000 400'000 985'577 385'577 121'402 CHF 51'218 CHF 99.30% 99.30%

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