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 0.20% 5.02 CHF 5.03 CHF 21'100 21'100 21'081 21'081 104'468 CHF 104'679 CHF 99.94% 99.94%
15.05.2024 0.21% 5.03 CHF 5.04 CHF 20'900 20'900 20'964 20'964 101'441 CHF 101'651 CHF 100.00% 100.00%
14.05.2024 0.20% 5.02 CHF 5.03 CHF 21'600 21'600 21'599 21'599 108'037 CHF 108'253 CHF 99.97% 99.97%
13.05.2024 0.20% 4.90 CHF 4.91 CHF 21'100 21'100 21'100 21'100 104'526 CHF 104'737 CHF 100.00% 100.00%
10.05.2024 0.19% 4.99 CHF 5.00 CHF 21'000 21'000 20'949 20'949 107'747 CHF 107'957 CHF 99.99% 99.99%
08.05.2024 0.19% 5.11 CHF 5.12 CHF 21'000 21'000 20'995 20'995 107'610 CHF 107'820 CHF 99.24% 99.24%
07.05.2024 0.20% 5.08 CHF 5.09 CHF 21'600 21'600 21'647 21'647 106'279 CHF 106'495 CHF 97.61% 97.61%
06.05.2024 0.21% 4.86 CHF 4.87 CHF 21'600 21'600 21'800 21'800 106'082 CHF 106'300 CHF 100.00% 100.00%
03.05.2024 0.20% 4.88 CHF 4.89 CHF 22'800 22'800 22'896 22'896 112'741 CHF 112'970 CHF 99.92% 99.92%
02.05.2024 0.21% 4.59 CHF 4.60 CHF 22'500 22'500 22'506 22'506 105'484 CHF 105'709 CHF 99.99% 99.99%

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