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 0.13% 15.79 CHF 15.81 CHF 67'000 67'000 33'412 33'412 528'376 CHF 529'046 CHF 98.72% 98.72%
23.04.2024 0.16% 13.43 CHF 13.45 CHF 74'000 74'000 38'497 38'497 508'170 CHF 508'942 CHF 99.99% 99.99%
22.04.2024 0.16% 12.77 CHF 12.79 CHF 80'000 80'000 39'031 39'031 508'490 CHF 509'272 CHF 99.99% 99.99%
19.04.2024 0.15% 14.07 CHF 14.09 CHF 74'000 74'000 36'692 36'692 508'737 CHF 509'473 CHF 99.95% 99.95%
18.04.2024 0.14% 14.35 CHF 14.37 CHF 74'000 74'000 36'740 36'740 530'089 CHF 530'825 CHF 99.98% 99.98%
17.04.2024 0.13% 14.88 CHF 14.90 CHF 74'000 74'000 34'926 34'926 526'887 CHF 527'587 CHF 99.99% 99.99%
16.04.2024 0.13% 15.08 CHF 15.10 CHF 67'000 67'000 34'463 34'463 522'205 CHF 522'897 CHF 99.99% 99.99%
15.04.2024 0.12% 16.31 CHF 16.33 CHF 66'000 66'000 32'965 32'965 549'536 CHF 550'197 CHF 99.50% 99.50%
12.04.2024 0.12% 17.17 CHF 17.19 CHF 64'000 64'000 31'728 31'728 548'245 CHF 548'881 CHF 99.98% 99.98%
11.04.2024 0.12% 16.91 CHF 16.93 CHF 65'000 65'000 32'546 32'546 553'405 CHF 554'058 CHF 99.96% 99.96%

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