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
15.04.2024 0.18% 110.40 CHF 110.60 CHF 3'500 3'500 1'520 1'520 172'460 CHF 172'764 CHF 99.46% 99.46%
12.04.2024 0.17% 110.80 CHF 111.00 CHF 3'200 3'200 1'474 1'474 171'702 CHF 171'997 CHF 99.96% 99.96%
11.04.2024 0.19% 112.20 CHF 112.40 CHF 3'600 3'600 1'638 1'638 175'006 CHF 175'334 CHF 99.96% 99.96%
10.04.2024 0.16% 102.00 CHF 102.20 CHF 3'900 3'900 1'682 1'682 163'659 CHF 163'919 CHF 99.24% 99.24%
09.04.2024 0.18% 89.00 CHF 89.10 CHF 3'800 3'800 1'670 1'670 166'185 CHF 166'455 CHF 99.98% 99.98%
08.04.2024 0.19% 107.20 CHF 107.40 CHF 3'500 3'500 1'491 1'491 161'950 CHF 162'249 CHF 99.65% 99.65%
05.04.2024 0.18% 106.40 CHF 106.60 CHF 3'800 3'800 1'711 1'711 177'436 CHF 177'759 CHF 99.31% 99.31%
04.04.2024 0.17% 117.80 CHF 118.00 CHF 3'300 3'300 1'463 1'463 174'744 CHF 175'037 CHF 100.00% 100.00%
03.04.2024 0.18% 122.20 CHF 122.40 CHF 3'300 3'300 1'491 1'491 173'879 CHF 174'178 CHF 99.99% 99.99%
28.03.2024 0.17% 124.20 CHF 124.40 CHF 3'200 3'200 1'680 1'680 206'136 CHF 206'472 CHF 100.00% 100.00%

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