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
18.04.2024 0.16% 6.39 CHF 6.40 CHF 1'045'400 1'045'400 1'045'400 1'045'400 6'570'370 CHF 6'580'830 CHF 99.97% 99.97%
17.04.2024 0.16% 6.31 CHF 6.32 CHF 1'045'600 1'045'600 1'043'580 1'043'580 6'654'290 CHF 6'664'750 CHF 100.00% 100.00%
16.04.2024 0.16% 6.23 CHF 6.24 CHF 999'300 999'300 999'272 999'272 6'290'150 CHF 6'300'140 CHF 99.89% 99.89%
15.04.2024 0.15% 6.63 CHF 6.64 CHF 1'014'100 1'014'100 1'014'100 1'014'100 6'859'610 CHF 6'869'750 CHF 99.83% 99.83%
12.04.2024 0.15% 6.44 CHF 6.45 CHF 1'009'600 1'009'600 1'009'600 1'009'600 6'791'530 CHF 6'801'620 CHF 100.00% 100.00%
11.04.2024 0.15% 6.56 CHF 6.57 CHF 985'100 985'100 985'090 985'090 6'600'230 CHF 6'610'080 CHF 99.31% 99.31%
10.04.2024 0.14% 6.84 CHF 6.85 CHF 988'100 988'100 988'100 988'100 6'855'600 CHF 6'865'480 CHF 99.74% 99.74%
09.04.2024 0.14% 6.82 CHF 6.83 CHF 948'000 948'000 948'000 948'000 6'635'320 CHF 6'644'800 CHF 100.00% 100.00%
08.04.2024 0.14% 7.21 CHF 7.22 CHF 969'200 969'200 969'200 969'200 6'931'200 CHF 6'940'890 CHF 100.00% 100.00%
05.04.2024 0.14% 6.94 CHF 6.95 CHF 932'300 932'300 932'300 932'300 6'455'400 CHF 6'464'730 CHF 99.98% 99.98%

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