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 0.17% 19.52 CHF 19.53 CHF 33'000 33'000 18'388 18'388 358'221 CHF 358'743 CHF 99.72% 99.72%
30.04.2024 0.17% 19.66 CHF 19.67 CHF 33'000 33'000 18'281 18'281 360'932 CHF 361'446 CHF 98.25% 98.25%
29.04.2024 0.17% 19.92 CHF 19.93 CHF 33'000 33'000 17'424 17'424 353'665 CHF 354'159 CHF 98.81% 98.81%
26.04.2024 0.30% 20.64 CHF 20.65 CHF 32'000 32'000 12'075 12'075 252'314 CHF 252'807 CHF 96.22% 96.22%
25.04.2024 0.12% 17.73 CHF 17.74 CHF 35'000 35'000 19'275 19'275 337'951 CHF 338'297 CHF 98.63% 98.63%
24.04.2024 0.17% 18.23 CHF 18.24 CHF 35'000 35'000 19'116 19'116 348'811 CHF 349'311 CHF 99.78% 99.78%
23.04.2024 0.17% 18.21 CHF 18.22 CHF 35'000 35'000 19'404 19'404 349'148 CHF 349'652 CHF 99.94% 99.94%
22.04.2024 0.27% 17.49 CHF 17.50 CHF 35'000 35'000 19'410 19'410 341'591 CHF 342'333 CHF 99.76% 99.76%
19.04.2024 0.27% 17.56 CHF 17.57 CHF 35'000 35'000 19'758 19'758 346'330 CHF 347'090 CHF 99.04% 99.04%
18.04.2024 0.26% 17.84 CHF 17.85 CHF 35'000 35'000 19'389 19'389 343'221 CHF 343'961 CHF 99.81% 99.81%

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