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 0.24% 21.30 CHF 21.35 CHF 5'900 5'900 5'845 5'845 123'771 CHF 124'063 CHF 100.00% 100.00%
15.05.2024 0.24% 20.90 CHF 20.95 CHF 6'000 6'000 5'854 5'854 122'677 CHF 122'970 CHF 100.00% 100.00%
14.05.2024 0.25% 20.75 CHF 20.80 CHF 6'000 6'000 5'974 5'974 122'180 CHF 122'479 CHF 98.95% 98.95%
13.05.2024 0.24% 20.60 CHF 20.65 CHF 6'000 6'000 5'943 5'943 122'466 CHF 122'763 CHF 99.83% 99.83%
10.05.2024 0.24% 20.60 CHF 20.65 CHF 6'000 6'000 5'952 5'952 122'700 CHF 122'998 CHF 99.42% 99.42%
08.05.2024 0.25% 20.15 CHF 20.20 CHF 6'100 6'100 6'048 6'048 122'237 CHF 122'540 CHF 99.53% 99.53%
07.05.2024 0.25% 20.20 CHF 20.25 CHF 6'100 6'100 6'018 6'018 121'352 CHF 121'653 CHF 99.74% 99.74%
06.05.2024 0.26% 19.75 CHF 19.80 CHF 6'100 6'100 6'049 6'049 119'608 CHF 119'911 CHF 98.42% 98.42%
03.05.2024 0.26% 19.30 CHF 19.35 CHF 6'200 6'200 6'175 6'175 119'175 CHF 119'484 CHF 97.80% 97.80%
02.05.2024 0.26% 18.90 CHF 18.95 CHF 6'300 6'300 6'271 6'271 119'788 CHF 120'102 CHF 98.91% 98.91%

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