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 0.07% 14.80 CHF 14.81 CHF 52'000 52'000 28'722 28'722 425'153 CHF 425'441 CHF 99.98% 99.98%
15.05.2024 0.07% 14.68 CHF 14.69 CHF 52'000 52'000 29'466 29'466 428'391 CHF 428'687 CHF 99.99% 99.99%
14.05.2024 0.07% 14.43 CHF 14.44 CHF 54'000 54'000 29'981 29'981 431'323 CHF 431'624 CHF 99.86% 99.86%
13.05.2024 0.07% 14.39 CHF 14.40 CHF 54'000 54'000 29'146 29'146 422'070 CHF 422'362 CHF 99.63% 99.63%
10.05.2024 0.07% 14.37 CHF 14.38 CHF 54'000 54'000 29'988 29'988 431'483 CHF 431'783 CHF 100.00% 100.00%
08.05.2024 0.07% 14.32 CHF 14.33 CHF 54'000 54'000 29'756 29'756 424'092 CHF 424'390 CHF 99.02% 99.02%
07.05.2024 0.07% 14.33 CHF 14.34 CHF 54'000 54'000 29'903 29'903 429'166 CHF 429'465 CHF 99.77% 99.77%
06.05.2024 0.07% 14.19 CHF 14.20 CHF 54'000 54'000 29'971 29'971 422'874 CHF 423'175 CHF 99.95% 99.95%
03.05.2024 0.07% 13.96 CHF 13.97 CHF 54'000 54'000 30'600 30'600 423'537 CHF 423'844 CHF 99.74% 99.74%
02.05.2024 0.07% 13.75 CHF 13.76 CHF 56'000 56'000 30'979 30'979 425'889 CHF 426'199 CHF 99.78% 99.78%

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