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
17.04.2024 0.34% 15.00 CHF 15.05 CHF 50'000 50'000 48'902 48'902 738'007 CHF 740'458 CHF 96.44% 96.44%
16.04.2024 0.34% 15.05 CHF 15.10 CHF 50'000 50'000 49'011 49'011 737'928 CHF 740'384 CHF 95.46% 95.46%
15.04.2024 0.33% 15.30 CHF 15.35 CHF 50'000 50'000 49'699 49'542 763'965 CHF 764'008 CHF 98.42% 98.42%
12.04.2024 0.33% 15.30 CHF 15.35 CHF 50'000 50'000 49'373 49'373 768'674 CHF 771'146 CHF 99.30% 99.30%
11.04.2024 0.32% 15.45 CHF 15.50 CHF 50'000 50'000 49'709 49'709 774'672 CHF 777'160 CHF 98.82% 98.82%
10.04.2024 0.32% 15.65 CHF 15.70 CHF 50'000 50'000 49'697 49'697 787'328 CHF 789'814 CHF 99.33% 99.33%
09.04.2024 0.31% 15.65 CHF 15.70 CHF 50'000 50'000 50'000 50'000 794'253 CHF 796'753 CHF 99.93% 99.93%
08.04.2024 0.31% 16.00 CHF 16.05 CHF 50'000 50'000 50'000 50'000 798'507 CHF 801'007 CHF 98.60% 98.60%
05.04.2024 0.32% 15.80 CHF 15.85 CHF 50'000 50'000 50'000 50'000 786'364 CHF 788'864 CHF 98.14% 98.14%
04.04.2024 0.31% 16.30 CHF 16.35 CHF 50'000 50'000 50'000 50'000 815'510 CHF 818'010 CHF 98.39% 98.39%

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