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 5.24% 0.48 CHF 0.51 CHF 110'000 25'000 116'566 38'890 52'105 CHF 18'106 CHF 99.34% 99.34%
23.04.2025 8.28% 0.43 CHF 0.50 CHF 120'000 7'500 115'284 21'813 52'358 CHF 10'746 CHF 96.51% 96.51%
22.04.2025 5.48% 0.42 CHF 0.44 CHF 120'000 50'000 130'411 42'761 51'449 CHF 17'722 CHF 83.64% 83.64%
17.04.2025 9.15% 0.46 CHF 0.50 CHF 12'500 12'500 12'500 12'500 5'636 CHF 6'176 CHF 98.51% 98.51%
16.04.2025 7.81% 0.42 CHF 0.46 CHF 120'000 25'000 129'227 25'000 52'500 CHF 10'986 CHF 94.90% 94.90%
15.04.2025 7.11% 0.45 CHF 0.48 CHF 120'000 25'000 118'024 25'000 52'554 CHF 11'958 CHF 77.20% 77.20%
14.04.2025 7.60% 0.43 CHF 0.46 CHF 120'000 25'000 128'783 25'000 51'955 CHF 10'894 CHF 90.46% 90.46%
11.04.2025 9.48% 0.35 CHF 0.39 CHF 150'000 25'000 137'651 23'568 48'251 CHF 9'064 CHF 78.68% 78.68%
10.04.2025 11.17% 0.42 CHF 0.47 CHF 120'000 25'000 115'160 22'663 47'868 CHF 10'499 CHF 82.45% 82.45%
09.04.2025 13.85% 0.38 CHF 0.43 CHF 140'000 10'000 138'496 10'000 52'098 CHF 4'327 CHF 80.76% 80.76%

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