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
16.05.2024 0.53% 47.25 CHF 47.50 CHF 20'000 20'000 20'000 20'000 949'122 CHF 954'122 CHF 99.38% 99.38%
15.05.2024 0.53% 47.85 CHF 48.10 CHF 20'000 20'000 20'000 20'000 949'531 CHF 954'531 CHF 99.38% 99.38%
14.05.2024 0.53% 47.30 CHF 47.55 CHF 20'000 20'000 20'000 20'000 942'167 CHF 947'167 CHF 99.39% 99.39%
13.05.2024 0.53% 47.25 CHF 47.50 CHF 20'000 20'000 20'000 20'000 940'018 CHF 945'018 CHF 98.83% 98.83%
10.05.2024 0.53% 46.70 CHF 46.95 CHF 20'000 20'000 20'000 20'000 935'662 CHF 940'662 CHF 99.37% 99.37%
08.05.2024 0.54% 46.15 CHF 46.40 CHF 20'000 20'000 20'000 20'000 920'854 CHF 925'854 CHF 99.38% 99.38%
07.05.2024 0.54% 45.50 CHF 45.75 CHF 20'000 20'000 20'000 20'000 903'927 CHF 908'848 CHF 97.35% 97.35%
06.05.2024 0.53% 45.10 CHF 45.35 CHF 20'000 20'000 20'000 20'000 899'203 CHF 903'948 CHF 99.38% 99.38%
03.05.2024 0.45% 44.75 CHF 44.95 CHF 20'000 20'000 20'000 20'000 893'095 CHF 897'101 CHF 99.35% 99.35%
02.05.2024 0.45% 44.80 CHF 45.00 CHF 20'000 20'000 20'000 20'000 893'287 CHF 897'287 CHF 99.34% 99.34%

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