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
29.05.2024 0.24% 4.22 CHF 4.23 CHF 132'000 132'000 56'431 56'431 241'074 CHF 241'642 CHF 99.86% 99.86%
28.05.2024 0.23% 4.47 CHF 4.48 CHF 128'000 128'000 56'348 56'348 244'665 CHF 245'230 CHF 99.92% 99.92%
27.05.2024 0.23% 4.37 CHF 4.38 CHF 46'000 46'000 38'517 38'517 168'309 CHF 168'695 CHF 99.29% 99.29%
24.05.2024 0.25% 4.22 CHF 4.23 CHF 132'000 132'000 58'584 58'584 240'055 CHF 240'642 CHF 100.00% 100.00%
23.05.2024 0.24% 4.08 CHF 4.09 CHF 134'000 134'000 56'451 56'451 243'910 CHF 244'478 CHF 100.00% 100.00%
22.05.2024 0.24% 4.33 CHF 4.34 CHF 130'000 130'000 57'241 57'241 243'144 CHF 243'717 CHF 100.00% 100.00%
21.05.2024 0.24% 4.14 CHF 4.15 CHF 134'000 134'000 58'063 58'063 242'046 CHF 242'628 CHF 99.72% 99.72%
17.05.2024 0.24% 4.25 CHF 4.26 CHF 132'000 132'000 56'772 56'772 238'818 CHF 239'387 CHF 99.99% 99.99%
16.05.2024 0.26% 4.22 CHF 4.23 CHF 132'000 132'000 59'075 59'075 237'642 CHF 238'235 CHF 99.99% 99.99%
15.05.2024 0.28% 3.83 CHF 3.84 CHF 140'000 140'000 61'297 61'297 227'261 CHF 227'876 CHF 100.00% 100.00%

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