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
23.04.2024 0.08% 13.45 CHF 13.46 CHF 50'600 50'600 49'714 49'714 640'365 CHF 640'862 CHF 99.33% 99.33%
22.04.2024 0.12% 14.29 CHF 14.30 CHF 49'600 49'600 43'587 43'587 655'462 CHF 656'276 CHF 100.00% 100.00%
19.04.2024 0.12% 17.56 CHF 17.58 CHF 42'800 42'800 42'446 42'446 718'003 CHF 718'852 CHF 99.97% 99.97%
18.04.2024 0.12% 16.89 CHF 16.91 CHF 42'400 42'400 41'512 41'512 698'906 CHF 699'736 CHF 99.69% 99.69%
17.04.2024 0.12% 17.36 CHF 17.38 CHF 41'400 41'400 43'544 43'544 753'728 CHF 754'600 CHF 99.95% 99.95%
16.04.2024 0.07% 17.22 CHF 17.24 CHF 43'900 43'900 46'624 46'624 768'998 CHF 769'516 CHF 99.95% 99.95%
15.04.2024 0.12% 15.15 CHF 15.16 CHF 47'000 47'000 39'765 39'765 616'009 CHF 616'749 CHF 99.34% 99.34%
12.04.2024 0.11% 19.27 CHF 19.29 CHF 38'800 38'800 44'372 44'372 823'722 CHF 824'609 CHF 99.97% 99.97%
11.04.2024 0.07% 15.37 CHF 15.39 CHF 45'100 45'100 46'595 46'595 710'707 CHF 711'226 CHF 99.95% 99.95%
10.04.2024 0.12% 15.09 CHF 15.10 CHF 46'800 46'800 43'886 43'886 688'325 CHF 689'148 CHF 99.79% 99.79%

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