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
15.05.2024 0.20% 5.14 CHF 5.15 CHF 29'000 29'000 28'629 28'629 144'722 CHF 145'009 CHF 99.39% 99.39%
14.05.2024 0.20% 4.94 CHF 4.95 CHF 29'000 29'000 29'154 29'154 143'780 CHF 144'072 CHF 99.97% 99.97%
13.05.2024 0.21% 4.83 CHF 4.84 CHF 30'000 30'000 29'876 29'876 144'544 CHF 144'842 CHF 100.00% 100.00%
10.05.2024 0.21% 4.85 CHF 4.86 CHF 30'000 30'000 29'876 29'876 144'243 CHF 144'542 CHF 99.99% 99.99%
08.05.2024 0.22% 4.56 CHF 4.57 CHF 31'000 31'000 30'865 30'865 140'209 CHF 140'518 CHF 99.25% 99.25%
07.05.2024 0.22% 4.55 CHF 4.56 CHF 31'000 31'000 31'016 31'016 139'943 CHF 140'254 CHF 98.96% 98.96%
06.05.2024 0.23% 4.40 CHF 4.41 CHF 32'000 32'000 31'867 31'867 140'881 CHF 141'199 CHF 99.10% 99.10%
03.05.2024 0.23% 4.43 CHF 4.44 CHF 31'000 31'000 30'872 30'872 136'936 CHF 137'245 CHF 99.96% 99.96%
02.05.2024 0.23% 4.43 CHF 4.44 CHF 31'000 31'000 30'872 30'872 136'754 CHF 137'063 CHF 99.99% 99.99%
30.04.2024 0.23% 4.32 CHF 4.33 CHF 32'000 32'000 30'875 30'875 135'324 CHF 135'632 CHF 99.99% 99.99%

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