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 0.26% 19.50 CHF 19.55 CHF 50'000 50'000 49'747 49'747 967'622 CHF 970'111 CHF 99.52% 99.52%
15.05.2024 0.27% 19.25 CHF 19.30 CHF 50'000 50'000 49'571 49'571 942'184 CHF 944'665 CHF 99.85% 99.85%
14.05.2024 0.27% 18.85 CHF 18.90 CHF 50'000 50'000 49'805 49'805 935'800 CHF 938'292 CHF 98.98% 98.98%
13.05.2024 0.27% 18.80 CHF 18.85 CHF 50'000 50'000 50'000 50'000 938'441 CHF 940'941 CHF 97.79% 97.79%
10.05.2024 0.27% 18.65 CHF 18.70 CHF 50'000 50'000 49'750 49'750 931'852 CHF 934'341 CHF 99.24% 99.24%
08.05.2024 0.27% 18.60 CHF 18.65 CHF 50'000 50'000 49'714 49'714 923'512 CHF 925'999 CHF 99.65% 99.65%
07.05.2024 0.27% 18.65 CHF 18.70 CHF 50'000 50'000 49'924 49'924 926'928 CHF 929'425 CHF 98.64% 98.64%
06.05.2024 0.27% 18.35 CHF 18.40 CHF 50'000 50'000 49'730 49'730 909'439 CHF 911'927 CHF 97.88% 97.88%
03.05.2024 0.28% 18.00 CHF 18.05 CHF 50'000 50'000 49'780 49'780 890'597 CHF 893'087 CHF 96.92% 96.92%
02.05.2024 0.29% 17.55 CHF 17.60 CHF 50'000 50'000 49'722 49'722 872'792 CHF 875'280 CHF 98.72% 98.72%

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