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 3.37% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 219'202 CHF 75'568 CHF 99.33% 99.33%
07.05.2024 3.97% 0.26 CHF 0.27 CHF 750'000 250'000 862'229 287'410 212'460 CHF 73'694 CHF 99.47% 99.47%
06.05.2024 3.85% 0.25 CHF 0.26 CHF 900'000 300'000 799'280 266'427 203'302 CHF 70'432 CHF 99.37% 99.37%
03.05.2024 3.73% 0.26 CHF 0.27 CHF 750'000 250'000 759'420 253'140 199'693 CHF 69'096 CHF 99.27% 99.27%
02.05.2024 3.68% 0.27 CHF 0.28 CHF 750'000 250'000 750'094 250'031 200'287 CHF 69'263 CHF 99.34% 99.34%
30.04.2024 3.45% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 214'056 CHF 73'852 CHF 99.34% 99.34%
29.04.2024 3.56% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 207'246 CHF 71'582 CHF 99.36% 99.36%
26.04.2024 3.82% 0.26 CHF 0.27 CHF 900'000 300'000 866'362 288'787 222'141 CHF 76'935 CHF 99.51% 99.51%
25.04.2024 3.63% 0.28 CHF 0.29 CHF 900'000 300'000 900'000 300'000 244'051 CHF 84'350 CHF 99.41% 99.41%
24.04.2024 4.27% 0.21 CHF 0.22 CHF 1'000'000 400'000 919'204 319'204 210'701 CHF 76'140 CHF 99.22% 99.22%

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