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
29.05.2024 0.16% 18.56 CHF 18.59 CHF 7'300 7'300 7'351 7'351 133'754 CHF 133'974 CHF 99.98% 99.98%
28.05.2024 0.18% 16.83 CHF 16.86 CHF 7'600 7'600 7'569 7'569 129'257 CHF 129'484 CHF 99.99% 99.99%
27.05.2024 0.17% 17.28 CHF 17.31 CHF 7'500 7'500 7'461 7'461 129'448 CHF 129'672 CHF 97.15% 97.15%
24.05.2024 0.17% 17.67 CHF 17.70 CHF 7'600 7'600 7'569 7'569 130'863 CHF 131'090 CHF 100.00% 100.00%
23.05.2024 0.17% 16.97 CHF 17.00 CHF 7'300 7'300 7'218 7'218 125'959 CHF 126'175 CHF 99.99% 99.99%
22.05.2024 0.16% 18.09 CHF 18.12 CHF 6'700 6'700 6'672 6'672 125'395 CHF 125'595 CHF 100.00% 100.00%
21.05.2024 0.16% 19.13 CHF 19.16 CHF 6'800 6'800 6'754 6'754 125'181 CHF 125'384 CHF 99.99% 99.99%
17.05.2024 0.20% 19.49 CHF 19.53 CHF 6'600 6'600 6'573 6'573 128'286 CHF 128'549 CHF 100.00% 100.00%
16.05.2024 0.20% 19.29 CHF 19.33 CHF 6'400 6'400 6'344 6'344 125'183 CHF 125'437 CHF 99.99% 99.99%
15.05.2024 0.16% 20.06 CHF 20.09 CHF 6'900 6'900 6'854 6'854 133'011 CHF 133'217 CHF 99.98% 99.98%

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