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
10.05.2024 0.33% 5.76 CHF 5.77 CHF 71'800 71'800 48'374 48'374 278'751 CHF 279'598 CHF 96.07% 96.07%
08.05.2024 0.33% 5.80 CHF 5.81 CHF 71'400 71'400 47'774 47'774 277'297 CHF 278'143 CHF 99.94% 99.94%
07.05.2024 0.33% 5.81 CHF 5.82 CHF 71'400 71'400 47'704 47'704 278'725 CHF 279'564 CHF 98.81% 98.81%
06.05.2024 0.34% 5.89 CHF 5.90 CHF 70'700 70'700 48'152 48'152 276'532 CHF 277'386 CHF 99.77% 99.77%
03.05.2024 0.36% 5.54 CHF 5.55 CHF 73'700 73'700 49'191 49'191 269'828 CHF 270'712 CHF 96.59% 96.59%
02.05.2024 0.36% 5.36 CHF 5.37 CHF 75'500 75'500 50'771 50'771 268'759 CHF 269'657 CHF 99.18% 99.18%
30.04.2024 0.35% 5.57 CHF 5.58 CHF 73'600 73'600 49'059 49'059 274'213 CHF 275'083 CHF 99.76% 99.76%
29.04.2024 0.34% 5.53 CHF 5.54 CHF 73'900 73'900 49'210 49'210 274'411 CHF 275'276 CHF 98.84% 98.84%
26.04.2024 0.37% 5.53 CHF 5.54 CHF 73'800 73'800 50'488 50'488 267'944 CHF 268'852 CHF 97.61% 97.61%
25.04.2024 0.40% 5.06 CHF 5.07 CHF 78'700 78'700 53'357 53'357 262'251 CHF 263'207 CHF 97.62% 97.62%

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