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
06.05.2024 5.18% 0.20 CHF 0.21 CHF 400'000 400'000 399'995 400'000 75'261 CHF 79'262 CHF 99.37% 99.37%
03.05.2024 5.96% 0.18 CHF 0.19 CHF 400'000 400'000 447'268 447'247 72'611 CHF 77'080 CHF 99.36% 99.36%
02.05.2024 5.06% 0.15 CHF 0.16 CHF 500'000 500'000 413'029 412'960 80'069 CHF 84'187 CHF 99.36% 99.36%
30.04.2024 4.64% 0.22 CHF 0.23 CHF 400'000 400'000 400'000 400'000 84'246 CHF 88'246 CHF 99.36% 99.36%
29.04.2024 4.07% 0.23 CHF 0.24 CHF 400'000 400'000 400'000 400'000 96'431 CHF 100'431 CHF 85.52% 85.52%
26.04.2024 4.46% 0.23 CHF 0.24 CHF 400'000 400'000 400'000 400'000 87'828 CHF 91'828 CHF 99.36% 99.36%
25.04.2024 4.32% 0.21 CHF 0.22 CHF 400'000 400'000 400'000 399'945 90'655 CHF 94'642 CHF 99.36% 99.36%
24.04.2024 3.78% 0.25 CHF 0.26 CHF 400'000 400'000 399'263 399'218 103'866 CHF 107'847 CHF 99.36% 99.36%
23.04.2024 2.73% 0.36 CHF 0.37 CHF 300'000 300'000 299'987 300'000 108'481 CHF 111'485 CHF 99.36% 99.36%
22.04.2024 3.31% 0.31 CHF 0.32 CHF 300'000 300'000 320'055 320'080 94'875 CHF 98'083 CHF 99.36% 99.36%

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