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
08.05.2024 0.29% 6.70 CHF 6.71 CHF 71'400 71'400 47'765 47'765 319'982 CHF 320'828 CHF 99.94% 99.94%
07.05.2024 0.28% 6.71 CHF 6.72 CHF 71'500 71'500 47'712 47'712 321'395 CHF 322'234 CHF 98.52% 98.52%
06.05.2024 0.29% 6.78 CHF 6.79 CHF 70'700 70'700 48'153 48'153 319'468 CHF 320'322 CHF 99.80% 99.80%
03.05.2024 0.31% 6.43 CHF 6.44 CHF 73'700 73'700 49'224 49'224 313'876 CHF 314'759 CHF 96.78% 96.78%
02.05.2024 0.31% 6.26 CHF 6.27 CHF 75'500 75'500 50'662 50'662 313'612 CHF 314'511 CHF 98.81% 98.81%
30.04.2024 0.30% 6.47 CHF 6.48 CHF 73'600 73'600 48'958 48'958 317'593 CHF 318'461 CHF 99.39% 99.39%
29.04.2024 0.29% 6.42 CHF 6.43 CHF 73'900 73'900 49'216 49'216 318'560 CHF 319'426 CHF 98.93% 98.93%
26.04.2024 0.32% 6.43 CHF 6.44 CHF 73'800 73'800 50'320 50'320 312'118 CHF 313'025 CHF 97.53% 97.53%
25.04.2024 0.34% 5.96 CHF 5.97 CHF 78'700 78'700 53'468 53'468 310'781 CHF 311'736 CHF 96.25% 96.25%
24.04.2024 0.31% 6.00 CHF 6.01 CHF 78'100 78'100 51'277 51'277 314'641 CHF 315'546 CHF 99.94% 99.94%

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