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
18.04.2024 0.31% 3.36 CHF 3.37 CHF 722'600 722'600 722'600 722'600 2'325'390 CHF 2'332'610 CHF 99.95% 99.95%
17.04.2024 0.30% 3.26 CHF 3.27 CHF 723'300 723'300 722'097 722'097 2'431'960 CHF 2'439'190 CHF 100.00% 100.00%
16.04.2024 0.31% 3.12 CHF 3.13 CHF 605'700 605'700 605'697 605'697 1'963'210 CHF 1'969'260 CHF 99.88% 99.88%
15.04.2024 0.25% 3.82 CHF 3.83 CHF 638'800 638'800 638'800 638'800 2'580'720 CHF 2'587'100 CHF 99.81% 99.81%
12.04.2024 0.25% 3.51 CHF 3.52 CHF 628'400 628'400 628'400 628'400 2'503'310 CHF 2'509'590 CHF 100.00% 100.00%
11.04.2024 0.26% 3.67 CHF 3.68 CHF 572'600 572'600 572'593 572'593 2'230'700 CHF 2'236'430 CHF 99.28% 99.28%
10.04.2024 0.23% 4.14 CHF 4.15 CHF 578'900 578'900 578'900 578'900 2'496'440 CHF 2'502'220 CHF 99.72% 99.72%
09.04.2024 0.22% 4.10 CHF 4.11 CHF 492'800 492'800 492'800 492'800 2'197'020 CHF 2'201'950 CHF 99.98% 99.98%
08.04.2024 0.21% 4.88 CHF 4.89 CHF 533'300 533'300 533'300 533'300 2'550'110 CHF 2'555'440 CHF 100.00% 100.00%
05.04.2024 0.23% 4.41 CHF 4.42 CHF 459'000 459'000 459'000 459'000 2'000'410 CHF 2'005'000 CHF 99.99% 99.99%

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