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 0.12% 17.33 CHF 17.35 CHF 66'000 66'000 33'361 33'361 561'587 CHF 562'256 CHF 99.67% 99.67%
24.04.2024 0.12% 16.69 CHF 16.71 CHF 67'000 67'000 33'278 33'278 556'090 CHF 556'757 CHF 98.32% 98.32%
23.04.2024 0.15% 14.34 CHF 14.36 CHF 74'000 74'000 38'498 38'498 543'307 CHF 544'078 CHF 99.99% 99.99%
22.04.2024 0.15% 13.68 CHF 13.70 CHF 80'000 80'000 38'959 38'959 543'151 CHF 543'933 CHF 99.82% 99.82%
19.04.2024 0.14% 14.97 CHF 14.99 CHF 74'000 74'000 36'690 36'690 541'862 CHF 542'598 CHF 99.94% 99.94%
18.04.2024 0.13% 15.25 CHF 15.27 CHF 74'000 74'000 36'725 36'725 562'977 CHF 563'713 CHF 99.69% 99.69%
17.04.2024 0.13% 15.78 CHF 15.80 CHF 74'000 74'000 34'934 34'934 558'361 CHF 559'062 CHF 99.99% 99.99%
16.04.2024 0.13% 15.98 CHF 16.00 CHF 67'000 67'000 34'406 34'406 552'236 CHF 552'927 CHF 99.83% 99.83%
15.04.2024 0.12% 17.19 CHF 17.21 CHF 66'000 66'000 32'966 32'966 578'768 CHF 579'430 CHF 99.12% 99.12%
12.04.2024 0.11% 18.05 CHF 18.07 CHF 64'000 64'000 31'731 31'731 576'231 CHF 576'868 CHF 99.99% 99.99%

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