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
08.05.2024 0.05% 19.83 CHF 19.84 CHF 149'900 149'900 149'038 149'038 2'948'770 CHF 2'950'270 CHF 99.67% 99.67%
07.05.2024 0.05% 19.95 CHF 19.96 CHF 150'400 150'400 150'346 150'346 2'976'580 CHF 2'978'080 CHF 99.68% 99.68%
06.05.2024 0.05% 19.35 CHF 19.36 CHF 154'800 154'800 154'800 154'800 2'971'750 CHF 2'973'300 CHF 100.00% 100.00%
03.05.2024 0.05% 18.59 CHF 18.60 CHF 160'500 160'500 160'500 160'500 2'967'760 CHF 2'969'360 CHF 99.95% 99.95%
02.05.2024 0.06% 17.94 CHF 17.95 CHF 164'900 164'900 164'900 164'900 2'958'660 CHF 2'960'310 CHF 99.60% 99.60%
30.04.2024 0.05% 18.57 CHF 18.58 CHF 155'200 155'200 155'122 155'122 2'929'150 CHF 2'930'710 CHF 99.99% 99.99%
29.04.2024 0.05% 18.92 CHF 18.93 CHF 156'500 156'500 156'472 156'472 2'965'000 CHF 2'966'570 CHF 99.64% 99.64%
26.04.2024 0.05% 18.80 CHF 18.81 CHF 161'100 161'100 161'072 161'072 3'003'440 CHF 3'005'050 CHF 99.65% 99.65%
25.04.2024 0.06% 17.50 CHF 17.51 CHF 158'800 158'800 158'792 158'792 2'827'870 CHF 2'829'450 CHF 99.95% 99.95%
24.04.2024 0.05% 18.27 CHF 18.28 CHF 158'900 158'900 158'896 158'896 2'947'180 CHF 2'948'770 CHF 99.82% 99.82%

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