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 3.48% 0.40 CHF 0.42 CHF 130'000 50'000 130'911 50'000 51'604 CHF 20'413 CHF 93.51% 93.51%
06.05.2024 3.99% 0.37 CHF 0.39 CHF 140'000 50'000 140'000 50'000 52'023 CHF 19'335 CHF 86.92% 86.92%
03.05.2024 4.01% 0.38 CHF 0.39 CHF 140'000 50'000 138'875 50'000 51'462 CHF 19'300 CHF 94.51% 94.51%
02.05.2024 4.24% 0.35 CHF 0.37 CHF 150'000 50'000 140'583 50'000 52'024 CHF 19'315 CHF 91.32% 91.32%
30.04.2024 4.28% 0.38 CHF 0.39 CHF 140'000 50'000 143'116 50'000 51'586 CHF 18'820 CHF 100.00% 100.00%
29.04.2024 3.49% 0.39 CHF 0.41 CHF 130'000 50'000 138'591 50'000 51'982 CHF 19'425 CHF 74.55% 74.55%
26.04.2024 4.44% 0.38 CHF 0.40 CHF 140'000 50'000 140'869 50'000 50'889 CHF 18'886 CHF 99.26% 99.26%
25.04.2024 3.75% 0.36 CHF 0.37 CHF 140'000 50'000 141'561 50'000 51'932 CHF 19'052 CHF 98.91% 98.91%
24.04.2024 3.95% 0.38 CHF 0.39 CHF 140'000 50'000 140'492 50'000 51'477 CHF 19'069 CHF 100.00% 100.00%
23.04.2024 4.45% 0.37 CHF 0.39 CHF 140'000 50'000 143'615 50'000 51'645 CHF 18'810 CHF 93.80% 93.80%

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