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
30.04.2024 0.29% 17.15 CHF 17.20 CHF 50'000 50'000 49'781 49'781 860'311 CHF 862'801 CHF 99.61% 99.61%
29.04.2024 0.29% 17.25 CHF 17.30 CHF 50'000 50'000 49'533 49'533 857'304 CHF 859'784 CHF 99.31% 99.31%
26.04.2024 0.29% 17.25 CHF 17.30 CHF 50'000 50'000 49'677 49'677 847'620 CHF 850'106 CHF 99.64% 99.64%
25.04.2024 0.30% 16.40 CHF 16.45 CHF 50'000 50'000 50'000 50'000 826'496 CHF 828'996 CHF 97.70% 97.70%
24.04.2024 0.30% 16.90 CHF 16.95 CHF 50'000 50'000 49'750 49'750 845'932 CHF 848'421 CHF 98.91% 98.91%
23.04.2024 0.31% 16.70 CHF 16.75 CHF 50'000 50'000 49'754 49'754 817'191 CHF 819'680 CHF 98.67% 98.67%
22.04.2024 0.31% 15.95 CHF 16.00 CHF 50'000 50'000 49'642 49'642 802'024 CHF 804'508 CHF 99.45% 99.45%
19.04.2024 0.30% 16.30 CHF 16.35 CHF 50'000 50'000 50'000 50'000 821'155 CHF 823'655 CHF 98.50% 98.50%
18.04.2024 0.30% 16.95 CHF 17.00 CHF 50'000 50'000 49'597 49'597 838'084 CHF 840'566 CHF 99.31% 99.31%
17.04.2024 0.29% 17.15 CHF 17.20 CHF 50'000 50'000 49'509 49'509 855'578 CHF 858'056 CHF 93.81% 93.81%

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