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
11.04.2025 5.40% 0.64 CHF 0.67 CHF 80'000 25'000 77'363 23'557 48'847 CHF 15'694 CHF 77.93% 77.93%
10.04.2025 6.41% 0.75 CHF 0.80 CHF 70'000 25'000 64'603 22'720 47'999 CHF 17'945 CHF 83.93% 83.93%
09.04.2025 8.31% 0.64 CHF 0.70 CHF 80'000 10'000 82'078 10'000 52'984 CHF 7'025 CHF 82.98% 82.98%
08.04.2025 5.95% 0.77 CHF 0.81 CHF 70'000 20'000 72'878 14'988 53'724 CHF 11'857 CHF 87.06% 87.06%
07.04.2025 10.18% 0.71 CHF 0.79 CHF 7'500 2'500 77'721 5'985 51'245 CHF 4'342 CHF 58.07% 58.07%
04.04.2025 5.67% 0.78 CHF 0.82 CHF 70'000 20'000 70'403 16'762 53'933 CHF 13'503 CHF 45.26% 45.26%
03.04.2025 5.13% 0.90 CHF 0.96 CHF 60'000 10'000 56'879 13'942 55'120 CHF 14'199 CHF 97.06% 97.06%
02.04.2025 1.51% 1.22 CHF 1.24 CHF 50'000 50'000 50'000 50'000 60'619 CHF 61'539 CHF 97.27% 97.27%
01.04.2025 1.44% 1.26 CHF 1.28 CHF 50'000 50'000 50'000 50'000 62'005 CHF 62'905 CHF 93.12% 93.12%
31.03.2025 1.57% 1.18 CHF 1.20 CHF 50'000 50'000 50'000 50'000 59'490 CHF 60'430 CHF 94.61% 94.61%

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