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
16.05.2024 3.48% 5.24 CHF 5.27 CHF 10'600 10'600 5'923 5'923 29'525 CHF 30'359 CHF 100.00% 100.00%
15.05.2024 3.57% 4.43 CHF 4.46 CHF 11'200 11'200 6'064 6'064 27'887 CHF 28'706 CHF 99.67% 99.67%
14.05.2024 3.55% 4.86 CHF 4.89 CHF 11'700 11'700 6'584 6'584 30'285 CHF 31'138 CHF 97.13% 97.13%
13.05.2024 3.38% 4.06 CHF 4.08 CHF 14'600 14'600 8'271 8'271 31'049 CHF 31'869 CHF 99.48% 99.48%
10.05.2024 3.59% 3.77 CHF 3.79 CHF 12'900 12'900 7'012 7'012 28'235 CHF 29'064 CHF 99.59% 99.59%
08.05.2024 1.36% 4.12 CHF 4.14 CHF 13'200 13'200 7'248 7'248 29'148 CHF 29'484 CHF 98.18% 98.18%
07.05.2024 1.36% 3.88 CHF 3.90 CHF 13'000 13'000 7'116 7'116 28'864 CHF 29'201 CHF 99.48% 99.48%
06.05.2024 1.29% 3.68 CHF 3.70 CHF 12'200 12'200 6'514 6'514 28'307 CHF 28'634 CHF 100.00% 100.00%
03.05.2024 1.34% 4.46 CHF 4.49 CHF 11'500 11'500 6'355 6'355 28'392 CHF 28'724 CHF 99.41% 99.41%
02.05.2024 1.74% 4.04 CHF 4.06 CHF 15'800 15'800 7'725 7'725 27'512 CHF 27'838 CHF 96.81% 96.81%

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