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
16.05.2024 0.19% 5.38 CHF 5.39 CHF 20'000 20'000 19'810 19'810 107'372 CHF 107'570 CHF 96.97% 96.97%
15.05.2024 0.22% 4.60 CHF 4.61 CHF 21'000 21'000 20'803 20'803 94'022 CHF 94'231 CHF 99.97% 99.97%
14.05.2024 0.24% 4.25 CHF 4.26 CHF 21'000 21'000 21'138 21'138 88'026 CHF 88'238 CHF 98.91% 98.91%
13.05.2024 0.22% 4.62 CHF 4.63 CHF 21'000 21'000 20'803 20'803 93'700 CHF 93'909 CHF 99.99% 99.99%
10.05.2024 0.23% 4.38 CHF 4.39 CHF 21'000 21'000 20'803 20'803 92'285 CHF 92'494 CHF 100.00% 100.00%
08.05.2024 0.25% 4.06 CHF 4.07 CHF 21'000 21'000 21'309 21'309 86'560 CHF 86'773 CHF 99.78% 99.78%
07.05.2024 0.26% 4.03 CHF 4.04 CHF 22'000 22'000 21'793 21'793 84'745 CHF 84'963 CHF 100.00% 100.00%
06.05.2024 0.27% 3.77 CHF 3.78 CHF 22'000 22'000 21'718 21'718 80'666 CHF 80'884 CHF 95.33% 98.86%
03.05.2024 0.29% 3.58 CHF 3.59 CHF 22'000 22'000 21'774 21'774 74'976 CHF 75'194 CHF 97.90% 97.90%
02.05.2024 0.27% 3.28 CHF 3.29 CHF 22'000 22'000 21'793 21'793 81'120 CHF 81'338 CHF 99.81% 99.81%

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