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 0.28% 18.30 CHF 18.35 CHF 50'000 50'000 49'558 49'558 892'537 CHF 895'017 CHF 98.40% 98.40%
14.05.2024 0.28% 17.80 CHF 17.85 CHF 50'000 50'000 49'784 49'784 884'111 CHF 886'601 CHF 99.27% 99.27%
13.05.2024 0.28% 17.80 CHF 17.85 CHF 50'000 50'000 50'000 50'000 890'224 CHF 892'724 CHF 97.79% 97.79%
10.05.2024 0.28% 17.70 CHF 17.75 CHF 50'000 50'000 49'767 49'767 887'002 CHF 889'492 CHF 99.24% 99.24%
08.05.2024 0.29% 17.45 CHF 17.50 CHF 50'000 50'000 49'677 49'677 866'096 CHF 868'582 CHF 99.68% 99.68%
07.05.2024 0.29% 17.55 CHF 17.60 CHF 50'000 50'000 49'904 49'904 869'898 CHF 872'394 CHF 98.90% 98.90%
06.05.2024 0.29% 17.15 CHF 17.20 CHF 50'000 50'000 49'741 49'741 847'690 CHF 850'178 CHF 97.83% 97.83%
03.05.2024 0.30% 16.65 CHF 16.70 CHF 50'000 50'000 49'733 49'733 826'214 CHF 828'703 CHF 97.28% 97.28%
02.05.2024 0.31% 16.30 CHF 16.35 CHF 50'000 50'000 49'682 49'682 810'401 CHF 812'887 CHF 99.48% 99.48%
30.04.2024 0.30% 16.70 CHF 16.75 CHF 50'000 50'000 49'767 49'767 839'986 CHF 842'475 CHF 99.67% 99.67%

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