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 0.20% 105.40 CHF 105.60 CHF 3'800 3'800 2'119 2'119 219'260 CHF 219'684 CHF 99.60% 99.60%
22.04.2024 0.20% 101.40 CHF 101.60 CHF 3'900 3'900 2'145 2'145 221'773 CHF 222'203 CHF 99.83% 99.83%
19.04.2024 0.19% 102.40 CHF 102.60 CHF 3'700 3'700 2'060 2'060 215'888 CHF 216'301 CHF 99.97% 99.97%
18.04.2024 0.19% 110.20 CHF 110.40 CHF 3'600 3'600 2'017 2'017 221'532 CHF 221'936 CHF 100.00% 100.00%
17.04.2024 0.18% 113.60 CHF 113.80 CHF 3'500 3'500 1'937 1'937 222'234 CHF 222'623 CHF 99.99% 99.99%
16.04.2024 0.17% 113.40 CHF 113.60 CHF 3'300 3'300 1'781 1'781 215'712 CHF 216'069 CHF 99.54% 99.54%
15.04.2024 0.16% 132.80 CHF 133.00 CHF 2'900 2'900 1'650 1'650 215'947 CHF 216'278 CHF 99.58% 99.58%
12.04.2024 0.16% 133.20 CHF 133.40 CHF 3'000 3'000 1'660 1'660 218'135 CHF 218'468 CHF 99.98% 99.98%
11.04.2024 0.18% 114.80 CHF 115.00 CHF 3'500 3'500 1'941 1'941 219'578 CHF 219'967 CHF 99.97% 99.97%
10.04.2024 0.18% 111.20 CHF 111.40 CHF 3'400 3'400 1'886 1'886 216'008 CHF 216'386 CHF 99.99% 99.99%

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