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
16.05.2024 0.20% 25.65 CHF 25.70 CHF 30'000 30'000 29'857 29'857 762'416 CHF 763'910 CHF 99.49% 99.49%
15.05.2024 0.20% 25.35 CHF 25.40 CHF 30'000 30'000 29'719 29'719 745'245 CHF 746'733 CHF 99.99% 99.99%
14.05.2024 0.20% 24.90 CHF 24.95 CHF 30'000 30'000 29'795 29'795 740'381 CHF 741'872 CHF 99.59% 99.59%
13.05.2024 0.20% 24.90 CHF 24.95 CHF 30'000 30'000 29'718 29'718 739'501 CHF 740'989 CHF 100.00% 100.00%
10.05.2024 0.20% 24.80 CHF 24.85 CHF 30'000 30'000 29'756 29'756 740'880 CHF 742'370 CHF 99.39% 99.39%
08.05.2024 0.21% 24.55 CHF 24.60 CHF 30'000 30'000 29'716 29'716 728'642 CHF 730'129 CHF 100.00% 100.00%
07.05.2024 0.21% 24.60 CHF 24.65 CHF 30'000 30'000 29'703 29'703 727'896 CHF 729'382 CHF 99.76% 99.76%
06.05.2024 0.21% 24.20 CHF 24.25 CHF 30'000 30'000 29'681 29'681 715'296 CHF 716'782 CHF 98.64% 98.64%
03.05.2024 0.21% 23.70 CHF 23.75 CHF 30'000 30'000 29'881 29'881 707'343 CHF 708'838 CHF 97.52% 97.52%
02.05.2024 0.21% 23.40 CHF 23.45 CHF 30'000 30'000 29'811 29'811 698'107 CHF 699'599 CHF 99.40% 99.40%

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