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 0.26% 7.43 CHF 7.44 CHF 57'300 57'300 19'301 19'301 138'200 CHF 138'465 CHF 98.99% 98.99%
07.05.2024 0.24% 6.88 CHF 6.89 CHF 59'900 59'900 21'779 21'779 143'515 CHF 143'783 CHF 97.81% 97.81%
06.05.2024 0.26% 6.32 CHF 6.33 CHF 67'500 67'500 23'716 23'716 143'756 CHF 144'050 CHF 100.00% 100.00%
03.05.2024 0.19% 5.67 CHF 5.68 CHF 75'000 75'000 25'826 25'826 142'933 CHF 143'191 CHF 99.73% 99.73%
02.05.2024 0.20% 5.29 CHF 5.30 CHF 80'300 80'300 28'107 28'107 143'277 CHF 143'559 CHF 99.78% 99.78%
30.04.2024 0.20% 4.95 CHF 4.96 CHF 79'500 79'500 27'033 27'033 137'797 CHF 138'068 CHF 99.98% 99.98%
29.04.2024 0.20% 5.12 CHF 5.13 CHF 78'600 78'600 26'602 26'602 136'471 CHF 136'737 CHF 99.56% 99.56%
26.04.2024 0.27% 5.06 CHF 5.07 CHF 77'100 77'100 26'124 26'124 135'325 CHF 135'633 CHF 99.32% 99.32%
25.04.2024 0.21% 5.18 CHF 5.19 CHF 78'300 78'300 27'733 27'733 138'933 CHF 139'211 CHF 99.98% 99.98%
24.04.2024 0.26% 5.10 CHF 5.11 CHF 71'000 71'000 23'381 23'381 129'619 CHF 129'902 CHF 99.22% 99.22%

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