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
23.05.2024 0.04% 72.32 CHF 72.34 CHF 20'000 20'000 7'322 7'322 522'465 CHF 522'643 CHF 98.81% 98.81%
22.05.2024 0.03% 65.57 CHF 65.59 CHF 22'000 22'000 9'865 9'865 648'009 CHF 648'206 CHF 97.72% 97.72%
21.05.2024 0.03% 65.14 CHF 65.16 CHF 22'000 22'000 10'082 10'082 656'869 CHF 657'071 CHF 97.13% 97.13%
17.05.2024 0.03% 64.21 CHF 64.23 CHF 23'000 23'000 9'966 9'966 643'485 CHF 643'685 CHF 97.49% 97.49%
16.05.2024 0.03% 65.28 CHF 65.30 CHF 22'000 22'000 9'921 9'921 645'423 CHF 645'622 CHF 97.53% 97.53%
15.05.2024 0.03% 64.56 CHF 64.58 CHF 22'000 22'000 10'106 10'106 637'360 CHF 637'562 CHF 97.52% 97.52%
14.05.2024 0.03% 61.99 CHF 62.01 CHF 23'000 23'000 10'158 10'158 626'145 CHF 626'348 CHF 98.05% 98.05%
13.05.2024 0.03% 61.74 CHF 61.76 CHF 23'000 23'000 10'279 10'279 633'061 CHF 633'267 CHF 97.35% 97.35%
10.05.2024 0.03% 61.43 CHF 61.45 CHF 23'000 23'000 9'931 9'931 611'198 CHF 611'397 CHF 96.94% 96.94%
08.05.2024 0.03% 61.84 CHF 61.86 CHF 23'000 23'000 9'920 9'920 614'308 CHF 614'506 CHF 96.71% 96.71%

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