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 0.24% 4.28 CHF 4.29 CHF 23'000 23'000 22'785 22'785 97'066 CHF 97'294 CHF 100.00% 100.00%
14.05.2024 0.24% 4.22 CHF 4.23 CHF 23'000 23'000 22'776 22'776 95'175 CHF 95'403 CHF 99.36% 99.36%
13.05.2024 0.24% 4.17 CHF 4.18 CHF 23'000 23'000 22'784 22'784 95'389 CHF 95'617 CHF 100.00% 100.00%
10.05.2024 0.25% 4.12 CHF 4.13 CHF 24'000 24'000 23'839 23'839 97'241 CHF 97'480 CHF 99.25% 99.25%
08.05.2024 0.25% 4.02 CHF 4.03 CHF 24'000 24'000 23'954 23'954 96'861 CHF 97'100 CHF 91.95% 91.95%
07.05.2024 0.24% 4.15 CHF 4.16 CHF 24'000 24'000 23'164 23'164 96'708 CHF 96'940 CHF 94.14% 94.14%
06.05.2024 0.27% 3.74 CHF 3.75 CHF 26'000 26'000 25'972 25'972 96'396 CHF 96'656 CHF 97.97% 97.97%
03.05.2024 0.27% 3.67 CHF 3.68 CHF 27'000 27'000 26'890 26'890 98'120 CHF 98'389 CHF 98.19% 98.86%
02.05.2024 0.28% 3.60 CHF 3.61 CHF 27'000 27'000 26'912 26'912 97'396 CHF 97'665 CHF 99.11% 99.11%
30.04.2024 0.28% 3.61 CHF 3.62 CHF 27'000 27'000 26'854 26'854 98'004 CHF 98'272 CHF 99.02% 99.02%

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