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 0.27% 3.73 CHF 3.74 CHF 132'000 132'000 56'410 56'410 213'035 CHF 213'602 CHF 99.83% 99.83%
28.05.2024 0.27% 3.97 CHF 3.98 CHF 128'000 128'000 56'339 56'339 216'778 CHF 217'343 CHF 99.90% 99.90%
27.05.2024 0.26% 3.88 CHF 3.89 CHF 46'000 46'000 38'517 38'517 149'210 CHF 149'596 CHF 99.28% 99.28%
24.05.2024 0.29% 3.73 CHF 3.74 CHF 132'000 132'000 58'586 58'586 210'987 CHF 211'573 CHF 100.00% 100.00%
23.05.2024 0.27% 3.58 CHF 3.59 CHF 134'000 134'000 56'442 56'442 215'883 CHF 216'450 CHF 100.00% 100.00%
22.05.2024 0.27% 3.84 CHF 3.85 CHF 130'000 130'000 57'242 57'242 214'751 CHF 215'324 CHF 100.00% 100.00%
21.05.2024 0.28% 3.64 CHF 3.65 CHF 134'000 134'000 58'068 58'068 213'399 CHF 213'981 CHF 99.71% 99.71%
17.05.2024 0.28% 3.76 CHF 3.77 CHF 132'000 132'000 56'765 56'765 210'867 CHF 211'436 CHF 99.98% 99.98%
16.05.2024 0.29% 3.73 CHF 3.74 CHF 132'000 132'000 59'074 59'074 208'731 CHF 209'323 CHF 99.99% 99.99%
15.05.2024 0.32% 3.34 CHF 3.35 CHF 140'000 140'000 61'295 61'295 197'219 CHF 197'834 CHF 100.00% 100.00%

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