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
16.09.2024 0.05% 18.76 CHF 18.77 CHF 225'000 225'000 224'704 224'704 4'205'970 CHF 4'208'220 CHF 98.06% 98.06%
12.09.2024 0.05% 18.40 CHF 18.41 CHF 225'000 225'000 225'000 225'000 4'144'870 CHF 4'147'120 CHF 99.74% 99.74%
11.09.2024 0.06% 17.71 CHF 17.72 CHF 225'000 225'000 224'801 224'801 4'033'350 CHF 4'035'600 CHF 99.31% 99.31%
10.09.2024 0.05% 18.10 CHF 18.11 CHF 225'000 225'000 225'000 225'000 4'094'810 CHF 4'097'060 CHF 99.84% 99.84%
09.09.2024 0.06% 18.12 CHF 18.13 CHF 225'000 225'000 224'987 224'987 4'065'970 CHF 4'068'220 CHF 98.84% 98.84%
06.09.2024 0.06% 17.81 CHF 17.82 CHF 225'000 225'000 224'354 224'354 4'036'120 CHF 4'038'370 CHF 99.53% 99.53%
05.09.2024 0.05% 18.14 CHF 18.15 CHF 225'000 225'000 225'000 225'000 4'128'530 CHF 4'130'780 CHF 99.89% 99.89%
04.09.2024 0.05% 18.49 CHF 18.50 CHF 225'000 225'000 225'000 225'000 4'130'190 CHF 4'132'440 CHF 99.73% 99.73%
03.09.2024 0.05% 18.57 CHF 18.58 CHF 225'000 225'000 225'000 225'000 4'224'990 CHF 4'227'240 CHF 99.94% 99.94%
30.08.2024 0.05% 18.76 CHF 18.77 CHF 225'000 225'000 225'000 225'000 4'223'410 CHF 4'225'660 CHF 99.99% 99.99%

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