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
26.04.2024 0.78% 5.22 CHF 5.26 CHF 48'000 48'000 48'003 48'003 245'563 CHF 247'484 CHF 99.42% 99.42%
25.04.2024 0.80% 4.96 CHF 5.00 CHF 49'000 49'000 48'579 48'579 243'199 CHF 245'142 CHF 99.69% 99.69%
24.04.2024 0.77% 5.13 CHF 5.17 CHF 48'000 48'000 47'995 47'995 247'254 CHF 249'174 CHF 99.29% 99.29%
23.04.2024 0.78% 5.23 CHF 5.27 CHF 48'000 48'000 48'339 48'339 247'295 CHF 249'229 CHF 99.99% 99.99%
22.04.2024 0.83% 4.79 CHF 4.83 CHF 50'000 50'000 49'635 49'635 238'348 CHF 240'333 CHF 100.00% 100.00%
19.04.2024 0.84% 4.71 CHF 4.75 CHF 50'000 50'000 50'000 50'000 236'482 CHF 238'481 CHF 100.00% 100.00%
18.04.2024 0.81% 4.90 CHF 4.94 CHF 49'000 49'000 49'040 49'040 240'980 CHF 242'941 CHF 99.98% 99.98%
17.04.2024 0.78% 5.11 CHF 5.15 CHF 48'000 48'000 47'909 47'909 245'433 CHF 247'353 CHF 100.00% 100.00%
16.04.2024 0.77% 5.19 CHF 5.23 CHF 48'000 48'000 47'921 47'921 248'062 CHF 249'982 CHF 99.14% 99.14%
15.04.2024 0.74% 5.35 CHF 5.39 CHF 47'000 47'000 47'000 47'000 253'464 CHF 255'344 CHF 99.84% 99.84%

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