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 4.43% 0.23 CHF 0.24 CHF 220'000 30'000 205'609 29'179 49'745 CHF 7'358 CHF 98.19% 98.19%
08.05.2024 3.67% 0.26 CHF 0.27 CHF 200'000 30'000 192'194 30'000 51'348 CHF 8'323 CHF 98.50% 98.50%
07.05.2024 3.78% 0.27 CHF 0.28 CHF 190'000 30'000 197'661 30'000 51'271 CHF 8'124 CHF 95.44% 95.44%
06.05.2024 5.46% 0.20 CHF 0.21 CHF 250'000 30'000 285'526 30'000 50'836 CHF 5'691 CHF 99.57% 99.57%
03.05.2024 6.45% 0.14 CHF 0.15 CHF 350'000 30'000 338'475 30'000 50'743 CHF 4'817 CHF 89.17% 89.17%
02.05.2024 7.49% 0.14 CHF 0.15 CHF 370'000 30'000 354'414 29'251 49'308 CHF 4'383 CHF 96.82% 96.82%
30.04.2024 6.73% 0.14 CHF 0.15 CHF 370'000 30'000 352'726 30'000 50'683 CHF 4'620 CHF 99.43% 99.43%
29.04.2024 4.96% 0.17 CHF 0.18 CHF 290'000 30'000 259'258 30'000 50'968 CHF 6'360 CHF 97.01% 97.01%
26.04.2024 2.28% 0.40 CHF 0.41 CHF 130'000 30'000 120'005 30'000 52'143 CHF 13'358 CHF 88.80% 88.80%
25.04.2024 2.45% 0.45 CHF 0.46 CHF 120'000 30'000 129'140 30'000 51'981 CHF 12'417 CHF 34.22% 34.22%

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