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
07.05.2024 0.10% 19.94 CHF 19.96 CHF 18'500 18'500 8'357 8'357 168'278 CHF 168'445 CHF 97.82% 97.82%
06.05.2024 0.11% 20.85 CHF 20.87 CHF 20'300 20'300 9'115 9'115 180'507 CHF 180'689 CHF 100.00% 100.00%
03.05.2024 0.12% 17.87 CHF 17.89 CHF 23'300 23'300 10'495 10'495 184'439 CHF 184'649 CHF 99.70% 99.70%
02.05.2024 0.13% 16.18 CHF 16.20 CHF 26'100 26'100 11'774 11'774 185'164 CHF 185'400 CHF 99.74% 99.74%
30.04.2024 0.11% 18.03 CHF 18.05 CHF 21'200 21'200 9'463 9'463 174'500 CHF 174'690 CHF 99.95% 99.95%
29.04.2024 0.11% 17.87 CHF 17.89 CHF 21'300 21'300 9'391 9'391 170'672 CHF 170'860 CHF 99.16% 99.16%
26.04.2024 0.13% 17.89 CHF 17.91 CHF 25'000 25'000 11'543 11'543 191'236 CHF 191'468 CHF 99.17% 99.17%
25.04.2024 0.15% 14.44 CHF 14.46 CHF 29'300 29'300 13'328 13'328 181'854 CHF 182'121 CHF 97.89% 97.89%
24.04.2024 0.13% 14.87 CHF 14.89 CHF 26'300 26'300 11'631 11'631 184'261 CHF 184'494 CHF 99.84% 99.84%
23.04.2024 0.15% 14.87 CHF 14.89 CHF 29'000 29'000 13'134 13'134 186'642 CHF 186'905 CHF 99.99% 99.99%

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