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
24.04.2024 4.64% 0.20 CHF 0.21 CHF 353'400 353'400 351'553 351'553 74'030 CHF 77'546 CHF 99.85% 99.85%
23.04.2024 4.41% 0.23 CHF 0.24 CHF 360'900 360'900 361'897 361'897 80'298 CHF 83'918 CHF 100.00% 100.00%
22.04.2024 4.61% 0.22 CHF 0.23 CHF 380'100 380'100 380'297 380'297 80'564 CHF 84'367 CHF 100.00% 100.00%
19.04.2024 5.18% 0.21 CHF 0.22 CHF 415'100 415'100 418'820 418'820 78'883 CHF 83'071 CHF 99.92% 99.92%
18.04.2024 5.28% 0.19 CHF 0.20 CHF 400'200 400'200 402'149 402'149 74'192 CHF 78'214 CHF 99.99% 99.99%
17.04.2024 4.53% 0.19 CHF 0.20 CHF 400'600 400'600 393'550 393'550 85'364 CHF 89'307 CHF 100.00% 100.00%
16.04.2024 4.81% 0.20 CHF 0.21 CHF 349'500 349'500 347'151 347'151 70'449 CHF 73'921 CHF 99.39% 99.39%
15.04.2024 4.27% 0.23 CHF 0.24 CHF 352'900 352'900 353'389 353'389 80'922 CHF 84'456 CHF 99.77% 99.77%
12.04.2024 4.38% 0.22 CHF 0.23 CHF 364'300 364'300 363'867 363'867 81'332 CHF 84'971 CHF 99.40% 99.40%
11.04.2024 4.21% 0.23 CHF 0.24 CHF 319'600 319'600 317'728 317'728 73'946 CHF 77'123 CHF 99.97% 99.97%

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