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
14.05.2024 0.27% 18.25 CHF 18.30 CHF 50'000 50'000 49'810 49'810 910'957 CHF 913'448 CHF 99.10% 99.10%
13.05.2024 0.27% 18.35 CHF 18.40 CHF 50'000 50'000 49'532 49'530 909'418 CHF 911'862 CHF 100.00% 100.00%
10.05.2024 0.27% 18.30 CHF 18.35 CHF 50'000 50'000 49'664 49'664 910'246 CHF 912'731 CHF 99.19% 99.19%
08.05.2024 0.28% 17.85 CHF 17.90 CHF 50'000 50'000 49'713 49'713 884'733 CHF 887'220 CHF 99.65% 99.65%
07.05.2024 0.28% 17.85 CHF 17.90 CHF 50'000 50'000 49'922 49'922 888'326 CHF 890'823 CHF 98.64% 98.64%
06.05.2024 0.28% 17.60 CHF 17.65 CHF 50'000 50'000 49'763 49'763 878'302 CHF 880'791 CHF 97.81% 97.81%
03.05.2024 0.29% 17.45 CHF 17.50 CHF 50'000 50'000 49'807 49'807 870'622 CHF 873'114 CHF 98.56% 98.56%
02.05.2024 0.29% 17.20 CHF 17.25 CHF 50'000 50'000 49'724 49'724 852'800 CHF 855'287 CHF 99.33% 99.33%
30.04.2024 0.29% 17.25 CHF 17.30 CHF 50'000 50'000 49'760 49'760 865'691 CHF 868'181 CHF 99.66% 99.66%
29.04.2024 0.29% 17.35 CHF 17.40 CHF 50'000 50'000 49'532 49'532 861'141 CHF 863'620 CHF 99.50% 99.50%

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