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% 19.39 CHF 19.40 CHF 250'000 250'000 249'957 249'957 4'833'790 CHF 4'836'290 CHF 96.64% 96.64%
07.05.2024 0.05% 19.44 CHF 19.45 CHF 250'000 250'000 249'887 249'887 4'831'160 CHF 4'833'660 CHF 98.40% 98.40%
06.05.2024 0.05% 19.14 CHF 19.15 CHF 250'000 250'000 250'000 250'000 4'760'850 CHF 4'763'350 CHF 100.00% 100.00%
03.05.2024 0.05% 18.78 CHF 18.79 CHF 250'000 250'000 250'000 250'000 4'665'540 CHF 4'668'040 CHF 99.86% 99.86%
02.05.2024 0.05% 18.33 CHF 18.34 CHF 250'000 250'000 250'000 250'000 4'578'290 CHF 4'580'790 CHF 99.57% 99.57%
30.04.2024 0.05% 18.76 CHF 18.77 CHF 250'000 250'000 249'779 249'779 4'713'260 CHF 4'715'760 CHF 99.97% 99.97%
29.04.2024 0.05% 18.85 CHF 18.86 CHF 250'000 250'000 249'947 249'947 4'721'680 CHF 4'724'180 CHF 99.64% 99.64%
26.04.2024 0.05% 18.85 CHF 18.86 CHF 250'000 250'000 250'000 250'000 4'662'630 CHF 4'665'130 CHF 99.14% 99.14%
25.04.2024 0.06% 18.02 CHF 18.03 CHF 250'000 250'000 250'000 250'000 4'527'840 CHF 4'530'340 CHF 99.97% 99.97%
24.04.2024 0.05% 18.50 CHF 18.51 CHF 250'000 250'000 249'920 249'920 4'647'520 CHF 4'650'020 CHF 98.73% 98.73%

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