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
16.05.2024 0.27% 18.90 CHF 18.95 CHF 20'000 20'000 19'815 19'815 373'708 CHF 374'699 CHF 96.99% 96.99%
15.05.2024 0.26% 19.70 CHF 19.75 CHF 21'000 21'000 20'803 20'803 411'315 CHF 412'356 CHF 100.00% 100.00%
14.05.2024 0.25% 20.05 CHF 20.10 CHF 21'000 21'000 21'142 21'142 425'682 CHF 426'740 CHF 98.73% 98.73%
13.05.2024 0.25% 19.70 CHF 19.75 CHF 21'000 21'000 20'803 20'803 412'002 CHF 413'043 CHF 100.00% 100.00%
10.05.2024 0.25% 19.95 CHF 20.00 CHF 21'000 21'000 20'893 20'893 415'226 CHF 416'271 CHF 99.34% 99.34%
08.05.2024 0.25% 20.25 CHF 20.30 CHF 21'000 21'000 21'503 21'503 435'810 CHF 436'885 CHF 99.23% 99.23%
07.05.2024 0.25% 20.30 CHF 20.35 CHF 22'000 22'000 21'761 21'761 445'232 CHF 446'322 CHF 99.71% 99.71%
06.05.2024 0.25% 20.60 CHF 20.65 CHF 22'000 22'000 21'696 21'696 447'425 CHF 448'511 CHF 83.64% 98.48%
03.05.2024 0.24% 20.80 CHF 20.85 CHF 22'000 22'000 21'919 21'919 458'502 CHF 459'599 CHF 98.37% 98.37%
02.05.2024 0.24% 21.10 CHF 21.15 CHF 22'000 22'000 21'888 21'888 451'992 CHF 453'087 CHF 99.25% 99.25%

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