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
13.03.2025 4.88% 0.19 CHF 0.20 CHF 120'000 120'000 117'798 117'798 24'819 CHF 26'026 CHF 99.26% 99.26%
12.03.2025 3.69% 0.27 CHF 0.28 CHF 120'000 120'000 118'739 118'739 32'324 CHF 33'524 CHF 99.61% 99.61%
11.03.2025 4.16% 0.23 CHF 0.24 CHF 120'000 120'000 116'447 116'447 28'695 CHF 29'879 CHF 97.22% 97.22%
10.03.2025 5.51% 0.19 CHF 0.21 CHF 60'000 60'000 112'333 112'333 22'804 CHF 24'019 CHF 98.44% 98.44%
07.03.2025 4.40% 0.28 CHF 0.28 CHF 120'000 120'000 111'318 111'319 28'343 CHF 29'544 CHF 98.68% 98.68%
06.03.2025 4.65% 0.27 CHF 0.28 CHF 120'000 120'000 111'321 111'321 26'879 CHF 28'079 CHF 99.36% 99.36%
05.03.2025 5.10% 0.24 CHF 0.25 CHF 120'000 120'000 103'740 103'741 25'123 CHF 26'323 CHF 99.14% 99.14%
04.03.2025 7.54% 0.15 CHF 0.16 CHF 130'000 130'000 115'019 115'019 18'035 CHF 19'333 CHF 99.30% 99.30%
03.03.2025 5.19% 0.22 CHF 0.23 CHF 120'000 120'000 106'144 106'144 24'580 CHF 25'780 CHF 99.72% 99.72%
28.02.2025 5.74% 0.20 CHF 0.21 CHF 120'000 120'000 108'815 108'815 21'792 CHF 22'992 CHF 99.86% 99.86%

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