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
29.04.2024 5.71% 0.17 CHF 0.18 CHF 1'906'500 1'906'500 1'061'740 1'061'740 181'973 CHF 192'611 CHF 99.69% 99.69%
26.04.2024 5.36% 0.19 CHF 0.20 CHF 1'982'200 1'982'200 1'098'770 1'098'770 203'631 CHF 214'645 CHF 99.51% 99.51%
25.04.2024 5.18% 0.20 CHF 0.21 CHF 1'952'900 1'952'900 1'075'760 1'075'760 206'593 CHF 217'377 CHF 99.90% 99.90%
24.04.2024 4.95% 0.20 CHF 0.21 CHF 1'850'600 1'850'600 1'021'280 1'021'280 204'574 CHF 214'808 CHF 99.82% 99.82%
23.04.2024 4.78% 0.21 CHF 0.22 CHF 1'811'300 1'811'300 1'003'190 1'003'190 208'216 CHF 218'267 CHF 99.60% 99.60%
22.04.2024 4.82% 0.21 CHF 0.22 CHF 1'786'800 1'786'800 976'764 976'764 202'439 CHF 212'234 CHF 99.83% 99.83%
19.04.2024 4.91% 0.21 CHF 0.22 CHF 1'898'500 1'898'500 1'039'190 1'039'190 212'419 CHF 222'840 CHF 100.00% 100.00%
18.04.2024 5.09% 0.20 CHF 0.21 CHF 1'915'200 1'915'200 1'056'120 1'056'120 206'565 CHF 217'146 CHF 100.00% 100.00%
17.04.2024 5.29% 0.19 CHF 0.20 CHF 1'974'800 1'974'800 1'086'710 1'086'710 204'275 CHF 215'179 CHF 99.98% 99.98%
16.04.2024 5.56% 0.19 CHF 0.20 CHF 2'169'000 2'169'000 1'176'630 1'176'630 210'987 CHF 222'786 CHF 99.56% 99.56%

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