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 1.49% 0.71 CHF 0.72 CHF 80'000 50'000 80'000 50'000 53'419 CHF 33'887 CHF 100.00% 100.00%
07.05.2024 1.53% 0.65 CHF 0.66 CHF 80'000 50'000 81'135 50'000 52'498 CHF 32'878 CHF 96.53% 96.53%
06.05.2024 2.51% 0.40 CHF 0.41 CHF 129'236 50'000 129'763 50'000 51'051 CHF 20'172 CHF 93.98% 93.98%
03.05.2024 2.63% 0.39 CHF 0.40 CHF 129'663 50'000 131'010 50'000 49'371 CHF 19'361 CHF 91.68% 91.68%
02.05.2024 3.29% 0.30 CHF 0.31 CHF 137'426 50'000 136'961 50'000 40'915 CHF 15'438 CHF 99.12% 99.12%
30.04.2024 3.14% 0.30 CHF 0.31 CHF 137'382 50'000 136'131 50'000 42'695 CHF 16'184 CHF 100.00% 100.00%
29.04.2024 3.35% 0.31 CHF 0.32 CHF 136'121 50'000 137'309 50'000 40'373 CHF 15'206 CHF 98.25% 98.25%
26.04.2024 3.74% 0.26 CHF 0.27 CHF 139'908 50'000 139'631 50'000 36'610 CHF 13'610 CHF 99.60% 99.60%
25.04.2024 3.80% 0.25 CHF 0.26 CHF 141'070 50'000 140'100 50'000 36'216 CHF 13'427 CHF 99.23% 99.23%
24.04.2024 3.70% 0.26 CHF 0.27 CHF 139'683 50'000 139'694 50'000 37'036 CHF 13'757 CHF 100.00% 100.00%

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