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
23.04.2024 0.05% 22.42 CHF 22.43 CHF 187'500 187'500 187'500 187'500 4'160'550 CHF 4'162'430 CHF 100.00% 100.00%
22.04.2024 0.05% 21.78 CHF 21.79 CHF 187'500 187'500 187'451 187'451 4'076'660 CHF 4'078'540 CHF 100.00% 100.00%
19.04.2024 0.05% 21.58 CHF 21.59 CHF 187'500 187'500 187'500 187'500 4'027'430 CHF 4'029'310 CHF 99.57% 99.57%
18.04.2024 0.05% 21.83 CHF 21.84 CHF 187'500 187'500 187'500 187'500 4'063'420 CHF 4'065'300 CHF 99.97% 99.97%
17.04.2024 0.05% 21.72 CHF 21.73 CHF 187'500 187'500 187'147 187'147 4'077'110 CHF 4'078'990 CHF 100.00% 100.00%
16.04.2024 0.05% 21.59 CHF 21.60 CHF 187'500 187'500 187'154 187'154 4'057'550 CHF 4'059'430 CHF 99.95% 99.95%
15.04.2024 0.04% 22.14 CHF 22.15 CHF 187'500 187'500 187'500 187'500 4'187'560 CHF 4'189'430 CHF 99.82% 99.82%
12.04.2024 0.04% 21.85 CHF 21.86 CHF 187'500 187'500 187'500 187'500 4'175'040 CHF 4'176'910 CHF 99.99% 99.99%
11.04.2024 0.04% 22.11 CHF 22.12 CHF 187'500 187'500 187'472 187'472 4'184'950 CHF 4'186'820 CHF 99.87% 99.87%
10.04.2024 0.04% 22.53 CHF 22.54 CHF 187'500 187'500 187'500 187'500 4'248'840 CHF 4'250'720 CHF 99.73% 99.73%

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