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
07.05.2024 0.30% 3.11 CHF 3.12 CHF 767'600 767'600 767'148 767'148 2'598'690 CHF 2'606'370 CHF 100.00% 100.00%
06.05.2024 0.27% 3.66 CHF 3.67 CHF 689'200 689'200 689'200 689'200 2'583'770 CHF 2'590'660 CHF 99.73% 99.73%
03.05.2024 0.25% 4.06 CHF 4.07 CHF 645'700 645'700 645'700 645'700 2'620'540 CHF 2'627'000 CHF 99.42% 99.42%
02.05.2024 0.24% 4.21 CHF 4.22 CHF 661'100 661'100 661'100 661'100 2'765'640 CHF 2'772'250 CHF 99.62% 99.62%
30.04.2024 0.25% 4.21 CHF 4.22 CHF 737'300 737'300 737'042 737'042 2'918'210 CHF 2'925'580 CHF 99.99% 99.99%
29.04.2024 0.28% 3.75 CHF 3.76 CHF 758'600 758'600 753'147 753'147 2'794'480 CHF 2'802'020 CHF 99.63% 99.63%
26.04.2024 0.26% 3.69 CHF 3.70 CHF 647'400 647'400 647'400 647'400 2'526'690 CHF 2'533'170 CHF 99.14% 99.14%
25.04.2024 0.24% 4.28 CHF 4.29 CHF 716'200 716'200 716'159 716'159 3'014'060 CHF 3'021'220 CHF 99.99% 99.99%
24.04.2024 0.27% 3.94 CHF 3.95 CHF 738'300 738'300 738'006 738'006 2'750'080 CHF 2'757'460 CHF 100.00% 100.00%
23.04.2024 0.25% 3.80 CHF 3.81 CHF 615'000 615'000 614'917 614'917 2'478'570 CHF 2'484'720 CHF 99.99% 99.99%

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