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
24.04.2025 2.87% 1.34 CHF 1.38 CHF 40'000 25'000 59'444 52'778 77'774 CHF 70'700 CHF 99.35% 99.35%
23.04.2025 4.24% 1.24 CHF 1.33 CHF 22'500 7'500 36'983 21'924 47'578 CHF 29'366 CHF 96.80% 96.80%
22.04.2025 2.73% 1.24 CHF 1.26 CHF 75'000 75'000 65'449 58'743 80'623 CHF 74'029 CHF 85.87% 85.87%
17.04.2025 3.37% 1.21 CHF 1.26 CHF 50'000 25'000 50'000 25'000 58'954 CHF 30'487 CHF 98.55% 98.55%
16.04.2025 3.41% 1.20 CHF 1.23 CHF 50'000 25'000 49'735 24'892 59'689 CHF 30'905 CHF 99.44% 99.44%
15.04.2025 3.36% 1.21 CHF 1.26 CHF 50'000 25'000 50'000 25'000 58'011 CHF 29'999 CHF 99.55% 99.55%
14.04.2025 3.27% 1.14 CHF 1.18 CHF 50'000 25'000 50'000 25'000 55'627 CHF 28'736 CHF 99.97% 99.97%
11.04.2025 3.74% 0.99 CHF 1.03 CHF 60'000 25'000 52'645 24'105 52'280 CHF 24'862 CHF 96.43% 96.43%
10.04.2025 5.60% 0.91 CHF 0.96 CHF 60'000 50'000 52'835 45'826 51'865 CHF 47'516 CHF 84.26% 84.26%
09.04.2025 7.32% 0.86 CHF 0.92 CHF 30'000 10'000 30'000 10'000 25'643 CHF 9'196 CHF 95.09% 95.09%

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