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
15.05.2024 4.07% 0.43 CHF 0.44 CHF 200'000 200'000 74'746 74'746 31'480 CHF 32'541 CHF 99.62% 99.62%
14.05.2024 4.14% 0.42 CHF 0.43 CHF 300'000 300'000 112'114 112'114 46'860 CHF 48'450 CHF 99.63% 99.63%
13.05.2024 3.77% 0.47 CHF 0.48 CHF 200'000 200'000 74'742 74'742 34'999 CHF 36'060 CHF 99.61% 99.61%
10.05.2024 4.00% 0.48 CHF 0.49 CHF 200'000 200'000 74'105 74'105 32'431 CHF 33'486 CHF 98.58% 98.58%
08.05.2024 3.39% 0.43 CHF 0.44 CHF 200'000 200'000 74'742 74'742 35'801 CHF 36'861 CHF 99.63% 99.63%
07.05.2024 2.89% 0.53 CHF 0.54 CHF 200'000 200'000 74'906 74'906 44'656 CHF 45'718 CHF 99.16% 99.16%
06.05.2024 2.11% 0.69 CHF 0.70 CHF 100'000 100'000 37'370 37'370 29'418 CHF 29'949 CHF 99.62% 99.62%
03.05.2024 3.15% 0.96 CHF 0.98 CHF 100'000 100'000 37'346 37'346 38'890 CHF 39'950 CHF 99.60% 99.60%
02.05.2024 3.69% 1.23 CHF 1.26 CHF 50'000 50'000 18'516 18'516 25'388 CHF 26'179 CHF 99.09% 99.09%
30.04.2024 2.56% 1.52 CHF 1.54 CHF 100'000 100'000 37'341 37'341 52'520 CHF 53'580 CHF 99.56% 99.56%

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