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 5.35% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 109'096 CHF 38'365 CHF 99.59% 99.59%
08.05.2024 5.70% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 102'184 CHF 36'061 CHF 99.56% 99.56%
07.05.2024 5.92% 0.16 CHF 0.17 CHF 750'000 250'000 712'404 237'468 116'581 CHF 41'235 CHF 99.35% 99.35%
06.05.2024 6.11% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 119'013 CHF 42'171 CHF 99.53% 99.53%
03.05.2024 6.31% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 115'240 CHF 40'914 CHF 99.40% 99.40%
02.05.2024 6.05% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 120'248 CHF 42'583 CHF 99.54% 99.54%
30.04.2024 5.93% 0.15 CHF 0.16 CHF 750'000 250'000 743'414 247'805 121'762 CHF 43'066 CHF 93.01% 93.01%
29.04.2024 6.13% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 118'596 CHF 42'032 CHF 99.60% 99.60%
26.04.2024 6.12% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 118'856 CHF 42'119 CHF 99.61% 99.61%
25.04.2024 6.28% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 116'076 CHF 41'192 CHF 99.58% 99.58%

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