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
24.04.2024 0.20% 4.94 CHF 4.95 CHF 100'000 100'000 98'983 98'740 499'075 CHF 498'833 CHF 99.66% 99.66%
23.04.2024 0.21% 4.99 CHF 5.00 CHF 100'000 100'000 98'997 98'997 484'342 CHF 485'334 CHF 99.10% 99.10%
22.04.2024 0.22% 4.71 CHF 4.72 CHF 100'000 100'000 99'087 99'087 464'821 CHF 465'813 CHF 98.69% 98.69%
19.04.2024 0.22% 4.62 CHF 4.63 CHF 100'000 100'000 98'938 98'938 451'983 CHF 452'973 CHF 98.11% 98.11%
18.04.2024 0.22% 4.73 CHF 4.74 CHF 100'000 100'000 99'002 99'002 461'155 CHF 462'146 CHF 99.46% 99.46%
17.04.2024 0.22% 4.68 CHF 4.69 CHF 100'000 100'000 97'795 97'795 461'967 CHF 462'948 CHF 97.53% 97.53%
16.04.2024 0.22% 4.63 CHF 4.64 CHF 100'000 100'000 97'917 97'917 457'213 CHF 458'194 CHF 96.26% 96.26%
15.04.2024 0.20% 4.89 CHF 4.90 CHF 100'000 100'000 98'238 98'044 489'365 CHF 489'366 CHF 99.94% 99.94%
12.04.2024 0.21% 4.76 CHF 4.77 CHF 100'000 100'000 98'360 98'357 487'365 CHF 488'335 CHF 99.28% 99.28%
11.04.2024 0.20% 4.85 CHF 4.86 CHF 100'000 100'000 99'134 98'940 490'186 CHF 490'214 CHF 99.43% 99.43%

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