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% 22.62 CHF 22.63 CHF 50'000 50'000 20'678 20'678 466'048 CHF 466'255 CHF 99.04% 99.04%
10.05.2024 0.04% 22.49 CHF 22.50 CHF 50'000 50'000 20'497 20'497 462'189 CHF 462'394 CHF 98.48% 98.48%
08.05.2024 0.04% 22.67 CHF 22.68 CHF 50'000 50'000 20'642 20'642 469'072 CHF 469'279 CHF 99.47% 99.47%
07.05.2024 0.04% 22.71 CHF 22.72 CHF 50'000 50'000 20'765 20'765 472'985 CHF 473'193 CHF 98.28% 98.28%
06.05.2024 0.04% 23.03 CHF 23.04 CHF 50'000 50'000 20'727 20'727 468'080 CHF 468'287 CHF 98.24% 98.24%
03.05.2024 0.05% 21.64 CHF 21.65 CHF 50'000 50'000 20'614 20'614 444'074 CHF 444'280 CHF 99.40% 99.40%
02.05.2024 0.05% 20.90 CHF 20.91 CHF 50'000 50'000 20'752 20'752 428'849 CHF 429'056 CHF 98.09% 98.09%
30.04.2024 0.05% 21.74 CHF 21.75 CHF 50'000 50'000 20'784 20'784 454'798 CHF 455'006 CHF 97.76% 97.76%
29.04.2024 0.05% 21.56 CHF 21.57 CHF 50'000 50'000 20'953 20'953 454'772 CHF 454'982 CHF 96.03% 96.03%
26.04.2024 0.05% 21.58 CHF 21.59 CHF 50'000 50'000 20'880 20'880 436'330 CHF 436'539 CHF 96.46% 96.46%

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