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 0.91% 15.80 CHF 15.83 CHF 8'300 8'300 3'713 3'713 59'230 CHF 59'616 CHF 99.58% 99.58%
15.05.2024 0.92% 15.71 CHF 15.74 CHF 8'700 8'700 3'911 3'911 59'658 CHF 60'044 CHF 97.64% 97.64%
14.05.2024 0.94% 14.43 CHF 14.46 CHF 8'500 8'500 3'829 3'829 57'339 CHF 57'741 CHF 98.01% 98.01%
13.05.2024 0.90% 15.82 CHF 15.85 CHF 8'300 8'300 3'641 3'641 58'450 CHF 58'822 CHF 99.44% 99.44%
10.05.2024 0.90% 15.66 CHF 15.69 CHF 8'600 8'600 3'890 3'890 60'659 CHF 61'052 CHF 99.99% 99.99%
08.05.2024 0.93% 14.82 CHF 14.85 CHF 8'800 8'800 3'900 3'900 57'642 CHF 58'029 CHF 98.22% 98.22%
07.05.2024 0.91% 14.40 CHF 14.42 CHF 9'300 9'300 4'212 4'212 59'361 CHF 59'733 CHF 98.15% 98.15%
06.05.2024 0.91% 13.37 CHF 13.39 CHF 9'800 9'800 4'532 4'532 59'681 CHF 60'065 CHF 99.31% 99.31%
03.05.2024 0.90% 12.60 CHF 12.62 CHF 10'300 10'300 4'652 4'652 58'829 CHF 59'203 CHF 97.59% 97.59%
02.05.2024 0.88% 12.77 CHF 12.79 CHF 10'400 10'400 4'564 4'564 58'408 CHF 58'771 CHF 99.99% 99.99%

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