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 0.03% 63.44 CHF 63.46 CHF 23'000 23'000 9'922 9'922 630'260 CHF 630'459 CHF 96.73% 96.73%
07.05.2024 0.03% 63.46 CHF 63.48 CHF 23'000 23'000 10'040 10'040 639'071 CHF 639'272 CHF 94.52% 94.52%
06.05.2024 0.03% 64.08 CHF 64.10 CHF 23'000 23'000 10'041 10'041 633'686 CHF 633'887 CHF 98.39% 98.39%
03.05.2024 0.03% 61.25 CHF 61.27 CHF 24'000 24'000 10'427 10'427 635'435 CHF 635'644 CHF 91.91% 91.91%
02.05.2024 0.03% 59.96 CHF 59.98 CHF 25'000 25'000 10'713 10'713 636'898 CHF 637'112 CHF 91.94% 91.94%
30.04.2024 0.03% 61.70 CHF 61.72 CHF 24'000 24'000 10'864 10'864 672'074 CHF 672'292 CHF 95.48% 95.48%
29.04.2024 0.03% 61.21 CHF 61.23 CHF 24'000 24'000 10'196 10'196 628'528 CHF 628'732 CHF 91.79% 91.79%
26.04.2024 0.03% 61.32 CHF 61.34 CHF 24'000 24'000 10'925 10'925 652'651 CHF 652'869 CHF 93.67% 93.67%
25.04.2024 0.04% 57.52 CHF 57.54 CHF 25'000 25'000 10'850 10'850 613'894 CHF 614'111 CHF 88.88% 88.88%
24.04.2024 0.03% 57.84 CHF 57.86 CHF 25'000 25'000 10'944 10'944 644'815 CHF 645'034 CHF 94.18% 94.18%

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