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
02.05.2024 0.09% 21.05 CHF 21.07 CHF 95'600 95'600 95'600 95'600 2'013'650 CHF 2'015'560 CHF 99.58% 99.58%
30.04.2024 0.09% 22.16 CHF 22.18 CHF 86'300 86'300 86'266 86'266 1'965'210 CHF 1'966'940 CHF 99.98% 99.98%
29.04.2024 0.09% 22.89 CHF 22.91 CHF 87'500 87'500 87'485 87'485 2'005'070 CHF 2'006'820 CHF 99.64% 99.64%
26.04.2024 0.09% 22.62 CHF 22.64 CHF 91'800 91'800 91'787 91'787 2'053'610 CHF 2'055'450 CHF 99.64% 99.64%
25.04.2024 0.10% 20.33 CHF 20.35 CHF 89'600 89'600 89'595 89'595 1'869'860 CHF 1'871'650 CHF 99.93% 99.93%
23.04.2024 0.10% 21.77 CHF 21.79 CHF 94'900 94'900 94'900 94'900 1'982'410 CHF 1'984'310 CHF 99.57% 99.57%
22.04.2024 0.10% 19.56 CHF 19.58 CHF 98'800 98'800 98'773 98'773 1'975'670 CHF 1'977'640 CHF 100.00% 100.00%
19.04.2024 0.10% 20.25 CHF 20.27 CHF 94'400 94'400 94'400 94'400 1'904'940 CHF 1'906'830 CHF 99.96% 99.96%
18.04.2024 0.09% 21.64 CHF 21.66 CHF 93'300 93'300 93'300 93'300 1'971'510 CHF 1'973'370 CHF 99.95% 99.95%
17.04.2024 0.12% 21.48 CHF 21.50 CHF 90'500 90'500 90'325 90'325 1'984'920 CHF 1'987'390 CHF 99.95% 99.95%

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