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
29.04.2024 0.10% 190.20 CHF 190.40 CHF 21'600 21'600 21'596 21'596 4'122'090 CHF 4'126'410 CHF 99.61% 99.61%
26.04.2024 0.11% 189.00 CHF 189.20 CHF 22'700 22'700 22'700 22'700 4'206'780 CHF 4'211'320 CHF 99.14% 99.14%
25.04.2024 0.12% 170.80 CHF 171.00 CHF 22'300 22'300 22'297 22'297 3'856'080 CHF 3'860'540 CHF 99.99% 99.99%
23.04.2024 0.12% 178.00 CHF 178.20 CHF 23'500 23'500 23'497 23'497 4'033'420 CHF 4'038'120 CHF 100.00% 100.00%
22.04.2024 0.12% 161.80 CHF 162.00 CHF 24'200 24'200 24'195 24'195 4'010'630 CHF 4'015'470 CHF 100.00% 100.00%
19.04.2024 0.12% 169.60 CHF 169.80 CHF 22'600 22'600 22'600 22'600 3'903'540 CHF 3'908'060 CHF 100.00% 100.00%
18.04.2024 0.11% 184.60 CHF 184.80 CHF 22'200 22'200 22'200 22'200 4'062'780 CHF 4'067'220 CHF 99.97% 99.97%
17.04.2024 0.10% 188.00 CHF 188.20 CHF 21'400 21'400 21'359 21'359 4'096'810 CHF 4'101'090 CHF 99.98% 99.98%
16.04.2024 0.10% 191.40 CHF 191.60 CHF 21'400 21'400 21'400 21'400 4'085'710 CHF 4'089'990 CHF 99.92% 99.92%
15.04.2024 0.10% 205.20 CHF 205.40 CHF 20'300 20'300 20'300 20'300 4'250'810 CHF 4'254'870 CHF 99.82% 99.82%

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