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
08.05.2024 0.04% 23.11 CHF 23.12 CHF 187'500 187'500 187'458 187'458 4'337'300 CHF 4'339'170 CHF 99.45% 99.45%
07.05.2024 0.04% 23.06 CHF 23.07 CHF 187'500 187'500 187'380 187'380 4'268'740 CHF 4'270'610 CHF 100.00% 100.00%
06.05.2024 0.04% 22.49 CHF 22.50 CHF 187'500 187'500 187'500 187'500 4'198'770 CHF 4'200'640 CHF 99.72% 99.72%
03.05.2024 0.05% 22.09 CHF 22.10 CHF 187'500 187'500 187'500 187'500 4'146'270 CHF 4'148'140 CHF 99.42% 99.42%
02.05.2024 0.05% 22.04 CHF 22.05 CHF 187'500 187'500 187'500 187'500 4'135'090 CHF 4'136'970 CHF 99.58% 99.58%
30.04.2024 0.04% 22.14 CHF 22.15 CHF 187'500 187'500 187'370 187'370 4'180'290 CHF 4'182'160 CHF 100.00% 100.00%
29.04.2024 0.05% 22.45 CHF 22.46 CHF 187'500 187'500 186'161 186'161 4'189'630 CHF 4'191'500 CHF 99.61% 99.61%
26.04.2024 0.04% 22.52 CHF 22.53 CHF 187'500 187'500 187'500 187'500 4'198'100 CHF 4'199'980 CHF 99.12% 99.12%
25.04.2024 0.05% 22.09 CHF 22.10 CHF 187'500 187'500 187'500 187'500 4'155'400 CHF 4'157'280 CHF 99.98% 99.98%
24.04.2024 0.04% 22.34 CHF 22.35 CHF 187'500 187'500 187'459 187'459 4'226'490 CHF 4'228'370 CHF 100.00% 100.00%

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