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
13.06.2024 0.10% 19.27 CHF 19.29 CHF 61'000 61'000 29'870 29'870 588'857 CHF 589'456 CHF 99.20% 99.20%
12.06.2024 0.12% 18.23 CHF 18.25 CHF 64'000 64'000 32'531 32'531 574'733 CHF 575'386 CHF 99.82% 99.82%
11.06.2024 0.11% 17.32 CHF 17.34 CHF 66'000 66'000 32'654 32'654 578'076 CHF 578'731 CHF 99.89% 99.89%
10.06.2024 0.11% 18.23 CHF 18.25 CHF 64'000 64'000 31'703 31'703 581'246 CHF 581'882 CHF 100.00% 100.00%
07.06.2024 0.11% 18.45 CHF 18.47 CHF 63'000 63'000 31'508 31'508 579'217 CHF 579'849 CHF 99.92% 99.92%
05.06.2024 0.11% 17.96 CHF 17.98 CHF 64'000 64'000 32'378 32'378 582'421 CHF 583'071 CHF 99.94% 99.94%
04.06.2024 0.11% 17.95 CHF 17.97 CHF 64'000 64'000 31'759 31'759 576'388 CHF 577'024 CHF 99.65% 99.65%
03.06.2024 0.11% 18.53 CHF 18.55 CHF 63'000 63'000 31'063 31'063 582'055 CHF 582'678 CHF 99.86% 99.86%
31.05.2024 0.11% 18.32 CHF 18.34 CHF 64'000 64'000 31'051 31'051 579'208 CHF 579'830 CHF 98.23% 98.23%
30.05.2024 0.11% 18.35 CHF 18.37 CHF 63'000 63'000 30'890 30'890 577'720 CHF 578'339 CHF 99.92% 99.92%

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