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
08.05.2024 1.45% 1.24 CHF 1.25 CHF 200'000 200'000 74'753 74'753 91'974 CHF 93'035 CHF 99.64% 99.64%
07.05.2024 1.39% 1.20 CHF 1.21 CHF 100'000 100'000 37'376 37'376 46'652 CHF 47'182 CHF 99.64% 99.64%
06.05.2024 1.35% 1.32 CHF 1.33 CHF 100'000 100'000 37'376 37'376 49'210 CHF 49'740 CHF 99.65% 99.65%
03.05.2024 1.35% 1.39 CHF 1.40 CHF 100'000 100'000 36'827 36'827 49'735 CHF 50'261 CHF 98.77% 98.77%
02.05.2024 1.27% 1.39 CHF 1.40 CHF 100'000 100'000 37'378 37'378 51'955 CHF 52'486 CHF 99.65% 99.65%
30.04.2024 1.30% 1.39 CHF 1.40 CHF 100'000 100'000 37'382 37'382 50'564 CHF 51'095 CHF 99.66% 99.66%
29.04.2024 1.42% 1.32 CHF 1.33 CHF 200'000 200'000 75'612 75'612 96'491 CHF 97'558 CHF 96.75% 96.75%
26.04.2024 3.22% 1.24 CHF 1.26 CHF 100'000 100'000 61'508 38'412 68'910 CHF 45'428 CHF 93.72% 93.72%
25.04.2024 1.71% 2.04 CHF 2.06 CHF 100'000 100'000 44'582 36'665 93'090 CHF 77'748 CHF 97.90% 97.90%
24.04.2024 1.85% 1.92 CHF 1.94 CHF 100'000 100'000 45'473 37'683 86'636 CHF 72'880 CHF 97.68% 97.68%

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