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
10.05.2024 0.52% 6.26 CHF 6.27 CHF 32'000 32'000 17'507 17'507 111'634 CHF 112'127 CHF 99.98% 99.98%
08.05.2024 0.50% 6.64 CHF 6.65 CHF 30'500 30'500 16'713 16'713 111'425 CHF 111'900 CHF 99.13% 99.13%
07.05.2024 0.53% 6.84 CHF 6.85 CHF 32'600 32'600 18'192 18'192 117'785 CHF 118'299 CHF 99.76% 99.76%
06.05.2024 0.51% 6.11 CHF 6.12 CHF 33'700 33'700 18'726 18'726 114'687 CHF 115'172 CHF 99.79% 99.79%
03.05.2024 0.51% 5.69 CHF 5.70 CHF 34'700 34'700 19'033 19'033 114'435 CHF 114'927 CHF 99.22% 99.22%
02.05.2024 0.53% 5.88 CHF 5.89 CHF 37'000 37'000 20'070 20'070 117'364 CHF 117'881 CHF 99.99% 99.99%
30.04.2024 0.51% 5.99 CHF 6.00 CHF 34'300 34'300 19'001 19'001 116'284 CHF 116'775 CHF 98.33% 98.33%
29.04.2024 0.59% 6.38 CHF 6.40 CHF 29'500 29'500 15'820 15'820 107'334 CHF 107'899 CHF 99.78% 99.78%
26.04.2024 0.72% 7.14 CHF 7.15 CHF 38'900 38'900 14'847 14'847 109'271 CHF 109'778 CHF 98.07% 98.07%
25.04.2024 - 4.73 CHF - CHF 39'800 0 0 0 0 CHF 0 CHF 0.00% 99.92%

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