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
15.04.2025 107.48% 0.01 CHF 0.03 CHF 150'000 50'000 149'995 50'000 1'500 CHF 1'687 CHF 73.73% 74.36%
14.04.2025 95.22% 0.01 CHF 0.03 CHF 150'000 50'000 150'000 50'000 1'658 CHF 1'533 CHF 85.73% 85.73%
11.04.2025 64.40% 0.02 CHF 0.04 CHF 150'000 50'000 143'355 48'114 2'641 CHF 1'670 CHF 89.10% 89.11%
10.04.2025 119.23% 0.01 CHF 0.04 CHF 150'000 50'000 58'319 30'205 676 CHF 1'306 CHF 72.96% 76.84%
09.04.2025 86.92% 0.02 CHF 0.05 CHF 60'000 20'000 40'786 13'595 833 CHF 678 CHF 70.24% 70.24%
08.04.2025 90.55% 0.02 CHF 0.04 CHF 75'000 25'000 68'319 22'773 1'082 CHF 917 CHF 67.65% 67.65%
07.04.2025 109.77% 0.02 CHF 0.06 CHF 15'000 5'000 23'467 7'837 378 CHF 408 CHF 40.02% 48.40%
04.04.2025 93.37% 0.02 CHF 0.05 CHF 75'000 25'000 66'353 22'118 1'044 CHF 906 CHF 67.99% 67.99%
03.04.2025 64.42% 0.02 CHF 0.05 CHF 60'000 20'000 57'944 19'315 1'799 CHF 1'145 CHF 80.52% 80.52%
02.04.2025 10.96% 0.08 CHF 0.09 CHF 225'000 75'000 224'844 74'961 19'511 CHF 7'255 CHF 99.92% 99.92%

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