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 0.19% 5.34 CHF 5.35 CHF 23'400 23'400 23'358 23'358 123'440 CHF 123'674 CHF 99.27% 99.27%
13.05.2024 0.19% 5.33 CHF 5.34 CHF 23'400 23'400 23'197 23'197 123'417 CHF 123'650 CHF 99.78% 99.78%
10.05.2024 0.19% 5.35 CHF 5.36 CHF 23'300 23'300 23'107 23'107 123'810 CHF 124'042 CHF 99.75% 99.75%
08.05.2024 0.19% 5.27 CHF 5.28 CHF 23'500 23'500 23'451 23'451 123'701 CHF 123'936 CHF 99.55% 99.55%
07.05.2024 0.20% 5.21 CHF 5.22 CHF 23'700 23'700 23'577 23'577 121'943 CHF 122'179 CHF 99.76% 99.76%
06.05.2024 0.20% 5.09 CHF 5.10 CHF 24'100 24'100 23'722 23'722 120'902 CHF 121'140 CHF 98.77% 98.77%
03.05.2024 0.20% 5.08 CHF 5.09 CHF 24'000 24'000 24'157 24'157 120'919 CHF 121'161 CHF 97.26% 97.26%
02.05.2024 0.21% 4.88 CHF 4.89 CHF 24'700 24'700 24'592 24'592 120'156 CHF 120'403 CHF 99.22% 99.22%
30.04.2024 0.20% 4.89 CHF 4.90 CHF 24'800 24'800 24'517 24'517 120'411 CHF 120'656 CHF 99.21% 99.21%
29.04.2024 0.20% 4.92 CHF 4.93 CHF 24'600 24'600 24'092 24'092 120'348 CHF 120'589 CHF 99.80% 99.80%

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