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
08.05.2024 0.17% 5.76 CHF 5.77 CHF 150'000 100'000 149'184 99'376 862'297 CHF 575'397 CHF 99.64% 99.64%
07.05.2024 0.18% 5.73 CHF 5.74 CHF 150'000 100'000 148'461 98'974 831'320 CHF 555'204 CHF 99.71% 99.71%
06.05.2024 0.19% 5.46 CHF 5.47 CHF 150'000 100'000 148'295 98'863 802'915 CHF 536'267 CHF 95.99% 95.99%
03.05.2024 0.19% 5.28 CHF 5.29 CHF 150'000 100'000 149'403 99'602 790'431 CHF 527'951 CHF 96.86% 96.86%
02.05.2024 0.19% 5.24 CHF 5.25 CHF 150'000 100'000 149'116 99'411 783'513 CHF 523'337 CHF 99.28% 99.28%
30.04.2024 0.19% 5.28 CHF 5.29 CHF 150'000 100'000 149'277 99'518 802'778 CHF 536'181 CHF 99.65% 99.65%
29.04.2024 0.18% 5.46 CHF 5.47 CHF 150'000 100'000 148'300 98'867 813'366 CHF 543'234 CHF 99.61% 99.61%
26.04.2024 0.18% 5.50 CHF 5.51 CHF 150'000 100'000 149'655 99'770 811'378 CHF 541'916 CHF 99.21% 99.21%
25.04.2024 0.19% 5.28 CHF 5.29 CHF 150'000 100'000 148'223 98'815 787'870 CHF 526'236 CHF 97.93% 97.93%
24.04.2024 0.18% 5.42 CHF 5.43 CHF 150'000 100'000 148'310 98'873 819'012 CHF 546'998 CHF 99.77% 99.77%

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