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 0.24% 21.45 CHF 21.50 CHF 30'000 30'000 29'719 29'719 629'356 CHF 630'843 CHF 99.97% 99.97%
14.05.2024 0.24% 20.95 CHF 21.00 CHF 30'000 30'000 29'798 29'798 624'111 CHF 625'602 CHF 98.01% 98.01%
13.05.2024 0.24% 20.95 CHF 21.00 CHF 30'000 30'000 29'720 29'718 623'569 CHF 625'014 CHF 100.00% 100.00%
10.05.2024 0.24% 20.90 CHF 20.95 CHF 30'000 30'000 29'807 29'807 625'878 CHF 627'370 CHF 99.22% 99.22%
08.05.2024 0.24% 20.65 CHF 20.70 CHF 30'000 30'000 29'819 29'819 614'663 CHF 616'155 CHF 99.70% 99.70%
07.05.2024 0.25% 20.70 CHF 20.75 CHF 30'000 30'000 29'693 29'693 611'823 CHF 613'310 CHF 99.65% 99.65%
06.05.2024 0.25% 20.30 CHF 20.35 CHF 30'000 30'000 29'690 29'690 600'066 CHF 601'552 CHF 98.28% 98.28%
03.05.2024 0.25% 19.85 CHF 19.90 CHF 30'000 30'000 29'875 29'875 590'921 CHF 592'416 CHF 97.19% 97.19%
02.05.2024 0.26% 19.50 CHF 19.55 CHF 30'000 30'000 29'829 29'829 581'700 CHF 583'193 CHF 99.52% 99.52%
30.04.2024 0.25% 19.90 CHF 19.95 CHF 30'000 30'000 29'873 29'873 599'644 CHF 601'139 CHF 99.60% 99.60%

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