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
15.05.2024 0.04% 27.98 CHF 27.99 CHF 250'000 250'000 249'526 249'526 6'911'400 CHF 6'913'900 CHF 99.91% 99.91%
14.05.2024 0.04% 27.49 CHF 27.50 CHF 250'000 250'000 249'951 249'951 6'865'690 CHF 6'868'190 CHF 99.74% 99.74%
13.05.2024 0.04% 27.49 CHF 27.50 CHF 250'000 250'000 250'000 250'000 6'876'910 CHF 6'879'410 CHF 100.00% 100.00%
10.05.2024 0.04% 27.41 CHF 27.42 CHF 250'000 250'000 250'000 250'000 6'879'740 CHF 6'882'240 CHF 99.99% 99.99%
08.05.2024 0.04% 27.17 CHF 27.18 CHF 250'000 250'000 249'956 249'956 6'782'560 CHF 6'785'060 CHF 99.67% 99.67%
07.05.2024 0.04% 27.21 CHF 27.22 CHF 250'000 250'000 249'871 249'871 6'777'290 CHF 6'779'790 CHF 99.73% 99.73%
06.05.2024 0.04% 26.82 CHF 26.83 CHF 250'000 250'000 250'000 250'000 6'679'820 CHF 6'682'320 CHF 100.00% 100.00%
03.05.2024 0.04% 26.33 CHF 26.34 CHF 250'000 250'000 250'000 250'000 6'574'050 CHF 6'576'550 CHF 99.59% 99.59%
02.05.2024 0.04% 26.05 CHF 26.06 CHF 250'000 250'000 250'000 250'000 6'509'290 CHF 6'511'790 CHF 99.53% 99.53%
30.04.2024 0.04% 26.50 CHF 26.51 CHF 250'000 250'000 249'773 249'773 6'648'870 CHF 6'651'370 CHF 99.98% 99.98%

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