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 0.80% 5.96 CHF 5.98 CHF 13'500 13'500 6'051 6'051 35'338 CHF 35'558 CHF 100.00% 100.00%
15.05.2024 0.82% 5.83 CHF 5.85 CHF 14'000 14'000 6'330 6'330 36'556 CHF 36'786 CHF 99.48% 99.48%
14.05.2024 0.77% 5.70 CHF 5.72 CHF 14'400 14'400 6'457 6'457 35'873 CHF 36'091 CHF 99.91% 99.91%
13.05.2024 0.83% 5.61 CHF 5.63 CHF 14'100 14'100 6'366 6'366 35'844 CHF 36'076 CHF 100.00% 100.00%
10.05.2024 0.83% 5.59 CHF 5.61 CHF 14'300 14'300 6'420 6'420 36'101 CHF 36'334 CHF 100.00% 100.00%
08.05.2024 0.78% 5.15 CHF 5.17 CHF 15'100 15'100 6'698 6'698 34'725 CHF 34'946 CHF 99.07% 99.07%
07.05.2024 0.74% 5.41 CHF 5.43 CHF 15'100 15'100 6'806 6'806 36'035 CHF 36'248 CHF 99.31% 99.31%
06.05.2024 0.77% 5.09 CHF 5.11 CHF 15'800 15'800 7'105 7'105 36'034 CHF 36'255 CHF 100.00% 100.00%
03.05.2024 0.81% 4.93 CHF 4.95 CHF 16'400 16'400 7'413 7'413 36'056 CHF 36'287 CHF 99.73% 99.73%
02.05.2024 0.78% 4.80 CHF 4.82 CHF 16'300 16'300 7'272 7'272 35'887 CHF 36'113 CHF 99.95% 99.95%

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