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
07.05.2024 0.89% 1.00 CHF 1.01 CHF 50'000 30'000 50'006 18'320 56'094 CHF 20'548 CHF 99.76% 99.76%
06.05.2024 0.74% 1.28 CHF 1.29 CHF 40'000 30'000 40'020 18'313 54'053 CHF 24'671 CHF 99.99% 99.99%
03.05.2024 0.57% 1.62 CHF 1.63 CHF 40'000 30'000 33'316 18'426 58'446 CHF 32'115 CHF 95.42% 95.42%
02.05.2024 0.44% 2.28 CHF 2.29 CHF 30'000 30'000 30'000 18'331 67'996 CHF 42'110 CHF 98.72% 98.72%
30.04.2024 0.58% 1.93 CHF 1.94 CHF 30'000 30'000 30'341 18'222 52'290 CHF 31'735 CHF 99.12% 99.12%
29.04.2024 0.60% 1.69 CHF 1.70 CHF 30'000 30'000 34'596 18'312 57'571 CHF 30'788 CHF 100.00% 100.00%
26.04.2024 0.52% 1.80 CHF 1.81 CHF 30'000 30'000 30'000 18'468 58'175 CHF 35'690 CHF 95.44% 95.44%
25.04.2024 0.40% 2.67 CHF 2.68 CHF 30'000 30'000 28'136 17'747 70'109 CHF 44'898 CHF 92.37% 92.37%
24.04.2024 0.49% 2.14 CHF 2.15 CHF 30'000 30'000 30'000 18'371 61'125 CHF 37'528 CHF 97.55% 97.55%
23.04.2024 0.39% 2.27 CHF 2.28 CHF 30'000 30'000 21'881 17'822 55'856 CHF 45'401 CHF 95.87% 95.87%

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