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
23.05.2024 0.31% 16.30 CHF 16.35 CHF 50'000 50'000 49'599 49'598 817'199 CHF 819'655 CHF 98.83% 98.83%
22.05.2024 0.31% 16.40 CHF 16.45 CHF 50'000 50'000 49'666 49'666 811'647 CHF 814'132 CHF 99.72% 99.72%
21.05.2024 0.31% 16.20 CHF 16.25 CHF 50'000 50'000 49'601 49'601 803'524 CHF 806'006 CHF 99.85% 99.85%
17.05.2024 0.31% 16.10 CHF 16.15 CHF 50'000 50'000 49'533 49'530 797'380 CHF 799'810 CHF 100.00% 100.00%
16.05.2024 0.31% 16.20 CHF 16.25 CHF 50'000 50'000 49'746 49'746 803'374 CHF 805'862 CHF 99.53% 99.53%
15.05.2024 0.32% 15.95 CHF 16.00 CHF 50'000 50'000 49'569 49'569 776'861 CHF 779'342 CHF 99.93% 99.93%
14.05.2024 0.33% 15.45 CHF 15.50 CHF 50'000 50'000 49'788 49'788 767'618 CHF 770'108 CHF 99.30% 99.30%
13.05.2024 0.33% 15.45 CHF 15.50 CHF 50'000 50'000 49'533 49'529 765'959 CHF 768'384 CHF 100.00% 100.00%
10.05.2024 0.32% 15.35 CHF 15.40 CHF 50'000 50'000 49'667 49'667 769'026 CHF 771'511 CHF 99.18% 99.18%
08.05.2024 0.33% 15.10 CHF 15.15 CHF 50'000 50'000 49'736 49'736 750'620 CHF 753'109 CHF 99.64% 99.64%

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