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
25.04.2024 0.65% 1.49 CHF 1.50 CHF 67'800 67'800 67'448 67'448 102'942 CHF 103'616 CHF 99.99% 99.99%
24.04.2024 0.59% 1.60 CHF 1.61 CHF 61'200 61'200 60'846 60'846 102'051 CHF 102'659 CHF 99.86% 99.86%
23.04.2024 0.57% 1.76 CHF 1.77 CHF 61'800 61'800 61'985 61'985 107'922 CHF 108'542 CHF 100.00% 100.00%
22.04.2024 0.59% 1.69 CHF 1.70 CHF 64'300 64'300 64'335 64'335 108'331 CHF 108'974 CHF 100.00% 100.00%
19.04.2024 0.65% 1.63 CHF 1.64 CHF 68'700 68'700 69'300 69'300 107'087 CHF 107'780 CHF 99.92% 99.92%
18.04.2024 0.65% 1.53 CHF 1.54 CHF 67'100 67'100 67'368 67'368 102'687 CHF 103'361 CHF 99.97% 99.97%
17.04.2024 0.59% 1.56 CHF 1.57 CHF 67'100 67'100 65'910 65'910 112'653 CHF 113'313 CHF 100.00% 100.00%
16.04.2024 0.62% 1.60 CHF 1.61 CHF 61'000 61'000 60'560 60'560 98'632 CHF 99'249 CHF 99.37% 99.37%
15.04.2024 0.56% 1.77 CHF 1.78 CHF 61'000 61'000 61'091 61'091 108'500 CHF 109'111 CHF 99.76% 99.76%
12.04.2024 0.57% 1.72 CHF 1.73 CHF 63'200 63'200 63'136 63'136 110'096 CHF 110'728 CHF 99.41% 99.41%

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