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
16.05.2024 1.08% 5.34 CHF 5.37 CHF 45'000 45'000 28'829 28'829 153'819 CHF 155'340 CHF 99.99% 99.99%
15.05.2024 1.13% 5.33 CHF 5.36 CHF 45'000 45'000 28'937 28'937 149'046 CHF 150'574 CHF 100.00% 100.00%
14.05.2024 1.14% 5.09 CHF 5.12 CHF 46'000 46'000 29'068 29'068 147'107 CHF 148'638 CHF 100.00% 100.00%
13.05.2024 1.18% 4.99 CHF 5.02 CHF 46'000 46'000 29'265 29'265 143'542 CHF 145'084 CHF 99.97% 99.97%
10.05.2024 1.18% 4.71 CHF 4.74 CHF 47'000 47'000 29'248 29'248 141'610 CHF 143'147 CHF 99.97% 99.97%
08.05.2024 1.22% 4.66 CHF 4.69 CHF 47'000 47'000 29'478 29'478 138'159 CHF 139'708 CHF 99.65% 99.65%
07.05.2024 1.21% 4.71 CHF 4.74 CHF 47'000 47'000 29'282 29'282 138'931 CHF 140'473 CHF 99.96% 99.96%
06.05.2024 1.25% 4.63 CHF 4.66 CHF 47'000 47'000 29'450 29'450 136'369 CHF 137'914 CHF 98.29% 98.29%
03.05.2024 1.21% 4.83 CHF 4.86 CHF 46'000 46'000 29'022 29'022 139'248 CHF 140'788 CHF 97.84% 97.84%
02.05.2024 1.55% 3.77 CHF 3.80 CHF 49'000 49'000 30'036 30'036 111'290 CHF 112'860 CHF 98.32% 98.32%

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