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 0.17% 5.85 CHF 5.86 CHF 184'000 184'000 82'308 82'308 482'669 CHF 483'493 CHF 100.00% 100.00%
08.05.2024 0.17% 5.90 CHF 5.91 CHF 183'000 183'000 80'329 80'329 474'604 CHF 475'409 CHF 98.99% 98.99%
07.05.2024 0.17% 5.90 CHF 5.91 CHF 183'000 183'000 81'625 81'625 483'725 CHF 484'543 CHF 99.57% 99.57%
06.05.2024 0.18% 5.99 CHF 6.00 CHF 181'000 181'000 81'457 81'457 477'786 CHF 478'602 CHF 100.00% 100.00%
03.05.2024 0.18% 5.63 CHF 5.64 CHF 189'000 189'000 85'484 85'484 479'060 CHF 479'916 CHF 99.82% 99.82%
02.05.2024 0.19% 5.45 CHF 5.46 CHF 193'000 193'000 87'772 87'772 473'090 CHF 473'969 CHF 99.98% 99.98%
30.04.2024 0.18% 5.66 CHF 5.67 CHF 188'000 188'000 84'102 84'102 479'002 CHF 479'844 CHF 100.00% 100.00%
29.04.2024 0.18% 5.62 CHF 5.63 CHF 189'000 189'000 83'336 83'336 471'528 CHF 472'362 CHF 99.56% 99.56%
26.04.2024 0.19% 5.62 CHF 5.63 CHF 189'000 189'000 87'360 87'360 475'155 CHF 476'030 CHF 99.50% 99.50%
25.04.2024 0.20% 5.15 CHF 5.16 CHF 200'000 200'000 90'604 90'604 456'212 CHF 457'120 CHF 98.25% 98.25%

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