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
14.05.2024 0.23% 4.41 CHF 4.42 CHF 8'500 8'500 8'428 8'428 36'282 CHF 36'366 CHF 99.20% 99.20%
13.05.2024 0.23% 4.29 CHF 4.30 CHF 8'500 8'500 8'420 8'420 36'599 CHF 36'684 CHF 100.00% 100.00%
10.05.2024 0.23% 4.33 CHF 4.34 CHF 8'500 8'500 8'431 8'431 36'654 CHF 36'739 CHF 93.49% 99.61%
08.05.2024 0.23% 4.32 CHF 4.33 CHF 8'500 8'500 8'480 8'480 36'708 CHF 36'793 CHF 99.48% 99.48%
07.05.2024 0.24% 4.21 CHF 4.22 CHF 8'500 8'500 8'629 8'629 36'092 CHF 36'179 CHF 99.73% 99.73%
06.05.2024 0.28% 3.62 CHF 3.63 CHF 9'000 9'000 9'144 9'144 32'812 CHF 32'903 CHF 94.90% 98.45%
03.05.2024 0.30% 3.47 CHF 3.48 CHF 9'500 9'500 9'480 9'480 31'871 CHF 31'966 CHF 95.87% 95.87%
02.05.2024 0.32% 3.14 CHF 3.15 CHF 9'500 9'500 9'464 9'464 29'907 CHF 30'002 CHF 99.50% 99.50%
30.04.2024 0.31% 3.21 CHF 3.22 CHF 9'500 9'500 9'447 9'447 30'838 CHF 30'933 CHF 99.44% 99.44%
29.04.2024 0.31% 3.31 CHF 3.32 CHF 9'500 9'500 9'397 9'397 30'897 CHF 30'991 CHF 99.51% 99.51%

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