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
24.04.2025 0.05% 19.02 CHF 19.03 CHF 250'000 250'000 249'547 249'547 4'702'110 CHF 4'704'610 CHF 99.36% 99.36%
23.04.2025 0.05% 18.79 CHF 18.80 CHF 250'000 250'000 250'000 250'000 4'700'250 CHF 4'702'750 CHF 96.17% 96.17%
22.04.2025 0.05% 18.42 CHF 18.43 CHF 250'000 250'000 249'664 249'664 4'556'170 CHF 4'558'670 CHF 99.81% 99.81%
17.04.2025 0.05% 18.35 CHF 18.36 CHF 250'000 250'000 250'000 250'000 4'557'060 CHF 4'559'560 CHF 99.54% 99.54%
16.04.2025 0.06% 18.16 CHF 18.17 CHF 250'000 250'000 249'676 249'676 4'514'920 CHF 4'517'420 CHF 97.66% 97.66%
15.04.2025 0.06% 18.24 CHF 18.25 CHF 250'000 250'000 159'366 159'366 2'884'080 CHF 2'885'670 CHF 99.31% 99.31%
14.04.2025 0.06% 18.03 CHF 18.04 CHF 150'000 150'000 150'000 150'000 2'687'840 CHF 2'689'340 CHF 99.96% 99.96%
11.04.2025 0.06% 17.42 CHF 17.43 CHF 150'000 150'000 150'000 150'000 2'605'390 CHF 2'606'890 CHF 93.32% 93.32%
10.04.2025 0.06% 17.50 CHF 17.51 CHF 150'000 150'000 150'000 150'000 2'649'560 CHF 2'651'060 CHF 90.04% 90.04%
09.04.2025 0.06% 16.66 CHF 16.67 CHF 150'000 150'000 266'982 266'982 4'449'900 CHF 4'452'570 CHF 80.68% 80.68%

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