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
13.05.2024 0.30% 16.60 CHF 16.65 CHF 50'000 50'000 49'532 49'530 824'054 CHF 826'498 CHF 100.00% 100.00%
10.05.2024 0.30% 16.55 CHF 16.60 CHF 50'000 50'000 49'596 49'596 825'983 CHF 828'465 CHF 99.42% 99.42%
08.05.2024 0.31% 16.30 CHF 16.35 CHF 50'000 50'000 49'695 49'695 808'224 CHF 810'710 CHF 99.72% 99.72%
07.05.2024 0.31% 16.35 CHF 16.40 CHF 50'000 50'000 49'898 49'898 811'544 CHF 814'039 CHF 98.77% 98.77%
06.05.2024 0.32% 16.00 CHF 16.05 CHF 50'000 50'000 49'761 49'761 790'391 CHF 792'880 CHF 97.92% 97.92%
03.05.2024 0.32% 15.50 CHF 15.55 CHF 50'000 50'000 49'764 49'764 768'584 CHF 771'073 CHF 97.45% 97.45%
02.05.2024 0.33% 15.10 CHF 15.15 CHF 50'000 50'000 49'713 49'713 752'734 CHF 755'221 CHF 99.27% 99.27%
30.04.2024 0.32% 15.55 CHF 15.60 CHF 50'000 50'000 49'792 49'792 782'514 CHF 785'005 CHF 97.88% 97.88%
29.04.2024 0.32% 15.75 CHF 15.80 CHF 50'000 50'000 49'531 49'531 779'354 CHF 781'833 CHF 99.27% 99.27%
26.04.2024 0.32% 15.65 CHF 15.70 CHF 50'000 50'000 49'871 49'871 776'158 CHF 778'653 CHF 99.09% 99.09%

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