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 6.50% 0.17 CHF 0.18 CHF 300'000 300'000 348'370 348'374 51'863 CHF 55'348 CHF 99.96% 99.96%
23.04.2025 6.90% 0.14 CHF 0.15 CHF 350'000 350'000 379'424 372'053 53'045 CHF 55'803 CHF 100.00% 100.00%
22.04.2025 11.61% 0.10 CHF 0.11 CHF 600'000 300'000 627'900 329'361 51'020 CHF 30'057 CHF 99.92% 99.92%
17.04.2025 10.54% 0.10 CHF 0.11 CHF 575'000 300'000 566'002 360'801 50'936 CHF 36'603 CHF 99.78% 99.78%
16.04.2025 11.45% 0.09 CHF 0.10 CHF 600'000 300'000 613'301 313'083 50'542 CHF 28'920 CHF 99.02% 99.02%
15.04.2025 12.38% 0.09 CHF 0.10 CHF 600'000 300'000 665'430 344'130 50'440 CHF 29'520 CHF 99.82% 99.82%
14.04.2025 10.59% 0.09 CHF 0.10 CHF 575'000 300'000 583'114 317'495 52'343 CHF 31'821 CHF 99.76% 99.76%
11.04.2025 10.64% 0.10 CHF 0.11 CHF 625'000 325'000 356'893 217'542 31'930 CHF 22'108 CHF 99.93% 99.93%
10.04.2025 13.96% 0.09 CHF 0.10 CHF 313'000 313'000 278'676 249'296 27'465 CHF 28'421 CHF 94.69% 94.69%
09.04.2025 24.32% 0.08 CHF 0.10 CHF 25'000 25'000 146'556 77'598 10'512 CHF 7'138 CHF 96.86% 96.86%

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