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 0.83% 4.89 CHF 4.93 CHF 16'600 16'600 16'600 16'600 79'716 CHF 80'380 CHF 98.51% 98.51%
13.05.2024 0.87% 4.49 CHF 4.53 CHF 15'900 15'900 15'900 15'900 72'659 CHF 73'295 CHF 100.00% 100.00%
10.05.2024 0.64% 4.66 CHF 4.69 CHF 17'900 17'900 17'900 17'900 84'321 CHF 84'858 CHF 100.00% 100.00%
08.05.2024 0.75% 4.11 CHF 4.14 CHF 18'500 18'500 18'500 18'500 74'136 CHF 74'691 CHF 99.25% 99.25%
07.05.2024 0.78% 4.06 CHF 4.09 CHF 19'400 19'400 19'398 19'398 74'700 CHF 75'282 CHF 95.46% 95.46%
06.05.2024 0.77% 3.82 CHF 3.85 CHF 19'500 19'500 19'500 19'500 75'985 CHF 76'570 CHF 98.43% 98.43%
03.05.2024 0.81% 3.71 CHF 3.74 CHF 23'300 23'300 23'303 23'303 85'695 CHF 86'394 CHF 99.91% 99.91%
02.05.2024 0.94% 3.08 CHF 3.11 CHF 24'200 24'200 24'197 24'197 76'818 CHF 77'544 CHF 99.98% 99.98%
30.04.2024 0.91% 3.06 CHF 3.09 CHF 21'800 21'800 21'792 21'792 71'410 CHF 72'064 CHF 99.98% 99.98%
29.04.2024 0.85% 3.37 CHF 3.40 CHF 21'600 21'600 21'224 21'224 74'632 CHF 75'269 CHF 99.98% 99.98%

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