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
15.05.2024 0.15% 139.80 CHF 140.00 CHF 12'500 12'500 12'468 12'468 1'649'010 CHF 1'651'510 CHF 99.52% 99.52%
14.05.2024 0.17% 122.00 CHF 122.20 CHF 12'100 12'100 12'099 12'099 1'443'160 CHF 1'445'580 CHF 99.80% 99.80%
13.05.2024 0.16% 124.60 CHF 124.80 CHF 11'600 11'600 11'600 11'600 1'437'590 CHF 1'439'910 CHF 100.00% 100.00%
10.05.2024 0.15% 128.40 CHF 128.60 CHF 12'700 12'700 12'700 12'700 1'690'930 CHF 1'693'470 CHF 99.99% 99.99%
08.05.2024 0.10% 94.70 CHF 94.80 CHF 16'400 16'400 16'398 16'398 1'580'560 CHF 1'582'200 CHF 99.44% 99.44%
07.05.2024 0.13% 90.90 CHF 91.00 CHF 21'200 21'200 21'188 21'188 1'684'760 CHF 1'686'880 CHF 100.00% 100.00%
06.05.2024 0.15% 68.00 CHF 68.10 CHF 25'200 25'200 25'200 25'200 1'644'810 CHF 1'647'330 CHF 99.73% 99.73%
03.05.2024 0.18% 55.70 CHF 55.80 CHF 28'300 28'300 28'300 28'300 1'580'670 CHF 1'583'500 CHF 99.33% 99.33%
02.05.2024 0.19% 52.40 CHF 52.50 CHF 26'900 26'900 26'900 26'900 1'427'180 CHF 1'429'870 CHF 99.52% 99.52%
30.04.2024 0.16% 52.85 CHF 52.95 CHF 21'000 21'000 20'993 20'993 1'310'470 CHF 1'312'570 CHF 99.99% 99.99%

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