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 1.61% 0.84 CHF 0.86 CHF 60'000 50'000 71'133 63'887 57'087 CHF 51'913 CHF 99.34% 99.34%
23.04.2025 2.57% 0.75 CHF 0.78 CHF 70'000 10'000 70'000 42'510 53'745 CHF 33'466 CHF 98.21% 98.21%
22.04.2025 1.82% 0.70 CHF 0.71 CHF 80'000 75'000 80'224 66'894 51'939 CHF 44'094 CHF 100.00% 100.00%
17.04.2025 2.32% 0.73 CHF 0.75 CHF 70'000 50'000 77'770 50'000 54'682 CHF 36'012 CHF 98.49% 98.49%
16.04.2025 2.22% 0.80 CHF 0.82 CHF 70'000 50'000 69'683 49'777 54'864 CHF 40'065 CHF 99.40% 99.40%
15.04.2025 2.03% 0.83 CHF 0.85 CHF 70'000 50'000 69'948 50'000 54'861 CHF 40'020 CHF 99.78% 99.78%
14.04.2025 2.42% 0.72 CHF 0.73 CHF 70'000 50'000 79'381 50'000 54'020 CHF 34'874 CHF 99.98% 99.98%
11.04.2025 2.97% 0.60 CHF 0.61 CHF 90'000 50'000 87'979 47'669 49'881 CHF 27'867 CHF 95.68% 95.68%
10.04.2025 4.57% 0.56 CHF 0.59 CHF 90'000 50'000 95'071 42'644 52'567 CHF 24'566 CHF 91.86% 91.86%
09.04.2025 6.67% 0.38 CHF 0.41 CHF 140'000 20'000 132'910 20'000 51'942 CHF 8'431 CHF 90.50% 90.50%

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