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
13.05.2024 0.04% 29.11 CHF 29.12 CHF 46'000 46'000 20'916 20'916 607'112 CHF 607'322 CHF 99.85% 99.85%
10.05.2024 0.04% 28.96 CHF 28.97 CHF 46'000 46'000 20'629 20'629 598'639 CHF 598'846 CHF 100.00% 100.00%
08.05.2024 0.04% 29.16 CHF 29.17 CHF 46'000 46'000 20'323 20'323 593'492 CHF 593'695 CHF 98.99% 98.99%
07.05.2024 0.03% 29.18 CHF 29.19 CHF 46'000 46'000 20'640 20'640 604'024 CHF 604'231 CHF 99.50% 99.50%
06.05.2024 0.04% 29.49 CHF 29.50 CHF 46'000 46'000 20'492 20'492 594'454 CHF 594'659 CHF 100.00% 100.00%
03.05.2024 0.04% 28.08 CHF 28.09 CHF 48'000 48'000 21'857 21'857 611'103 CHF 611'322 CHF 99.50% 99.50%
02.05.2024 0.04% 27.40 CHF 27.41 CHF 49'000 49'000 22'166 22'166 601'734 CHF 601'956 CHF 99.75% 99.75%
30.04.2024 0.04% 28.27 CHF 28.28 CHF 47'000 47'000 21'695 21'695 615'471 CHF 615'689 CHF 99.59% 99.59%
29.04.2024 0.04% 28.04 CHF 28.05 CHF 48'000 48'000 21'232 21'232 599'127 CHF 599'340 CHF 99.17% 99.17%
26.04.2024 0.04% 28.09 CHF 28.10 CHF 48'000 48'000 22'053 22'053 602'842 CHF 603'062 CHF 99.13% 99.13%

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