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
14.05.2024 0.29% 3.52 CHF 3.53 CHF 600'000 200'000 600'000 200'000 2'079'010 CHF 695'005 CHF 96.67% 96.67%
13.05.2024 0.29% 3.41 CHF 3.42 CHF 600'000 200'000 600'000 200'000 2'064'710 CHF 690'236 CHF 98.40% 98.40%
10.05.2024 0.29% 3.50 CHF 3.51 CHF 600'000 200'000 600'000 200'000 2'099'040 CHF 701'680 CHF 95.38% 95.38%
08.05.2024 0.28% 3.53 CHF 3.54 CHF 600'000 200'000 600'000 200'000 2'126'990 CHF 710'995 CHF 97.65% 97.65%
07.05.2024 0.28% 3.51 CHF 3.52 CHF 600'000 200'000 600'000 200'000 2'105'050 CHF 703'682 CHF 99.20% 99.20%
06.05.2024 0.29% 3.46 CHF 3.47 CHF 600'000 200'000 600'000 200'000 2'080'440 CHF 695'480 CHF 99.24% 99.24%
03.05.2024 0.29% 3.48 CHF 3.49 CHF 600'000 200'000 600'000 200'000 2'089'030 CHF 698'342 CHF 98.23% 98.23%
02.05.2024 0.28% 3.55 CHF 3.56 CHF 600'000 200'000 600'000 200'000 2'136'230 CHF 714'077 CHF 99.15% 99.15%
30.04.2024 0.28% 3.63 CHF 3.64 CHF 600'000 200'000 600'000 200'000 2'160'460 CHF 722'153 CHF 99.19% 99.19%
29.04.2024 0.28% 3.59 CHF 3.60 CHF 600'000 200'000 600'000 200'000 2'156'780 CHF 720'928 CHF 99.16% 99.16%

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