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 0.83% 1.09 CHF 1.10 CHF 50'000 10'000 49'067 6'085 58'715 CHF 7'285 CHF 99.99% 99.99%
06.05.2024 0.65% 1.44 CHF 1.45 CHF 40'000 10'000 40'000 6'085 61'352 CHF 9'280 CHF 99.99% 99.99%
03.05.2024 0.50% 1.93 CHF 1.94 CHF 30'000 10'000 30'066 6'105 60'871 CHF 12'206 CHF 97.30% 97.30%
02.05.2024 0.41% 2.49 CHF 2.50 CHF 30'000 10'000 27'723 6'086 67'938 CHF 15'176 CHF 99.39% 99.39%
30.04.2024 0.52% 2.16 CHF 2.17 CHF 30'000 10'000 30'000 6'052 57'388 CHF 11'684 CHF 99.13% 99.13%
29.04.2024 0.54% 1.85 CHF 1.86 CHF 30'000 10'000 30'000 6'104 55'850 CHF 11'392 CHF 99.99% 99.99%
26.04.2024 0.48% 2.00 CHF 2.01 CHF 30'000 10'000 30'000 6'154 61'880 CHF 12'676 CHF 95.40% 95.40%
25.04.2024 0.39% 2.85 CHF 2.86 CHF 20'000 10'000 24'018 6'045 61'814 CHF 16'023 CHF 95.57% 95.57%
24.04.2024 0.46% 2.32 CHF 2.33 CHF 30'000 10'000 30'000 6'130 64'583 CHF 13'285 CHF 97.70% 97.70%
23.04.2024 0.38% 2.28 CHF 2.29 CHF 30'000 10'000 21'530 5'943 55'688 CHF 15'326 CHF 96.01% 96.01%

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