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 0.26% 35.70 CHF 35.75 CHF 7'300 7'300 3'398 3'398 116'624 CHF 116'882 CHF 98.41% 98.41%
13.05.2024 0.25% 34.50 CHF 34.55 CHF 7'200 7'200 3'194 3'194 114'286 CHF 114'528 CHF 99.81% 99.81%
10.05.2024 0.24% 35.90 CHF 35.95 CHF 6'900 6'900 3'138 3'138 116'658 CHF 116'897 CHF 100.00% 100.00%
08.05.2024 0.26% 37.00 CHF 37.05 CHF 7'200 7'200 3'225 3'225 115'012 CHF 115'258 CHF 99.13% 99.13%
07.05.2024 0.26% 34.85 CHF 34.90 CHF 7'700 7'700 3'493 3'493 118'689 CHF 118'954 CHF 99.77% 99.77%
06.05.2024 0.29% 32.45 CHF 32.50 CHF 8'300 8'300 3'744 3'744 118'557 CHF 118'842 CHF 99.68% 99.68%
03.05.2024 0.32% 30.30 CHF 30.35 CHF 9'200 9'200 4'085 4'085 119'400 CHF 119'710 CHF 99.64% 99.64%
02.05.2024 0.32% 27.75 CHF 27.80 CHF 9'400 9'400 4'238 4'238 118'021 CHF 118'342 CHF 99.98% 99.98%
30.04.2024 0.23% 27.10 CHF 27.15 CHF 9'800 9'800 4'410 4'410 115'977 CHF 116'220 CHF 99.15% 99.15%
29.04.2024 0.32% 26.65 CHF 26.70 CHF 9'100 9'100 3'738 3'738 103'317 CHF 103'592 CHF 99.78% 99.78%

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