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
02.05.2024 0.11% 18.05 CHF 18.07 CHF 61'000 61'000 30'049 30'049 549'560 CHF 550'162 CHF 99.95% 99.95%
30.04.2024 0.11% 18.74 CHF 18.76 CHF 60'000 60'000 29'488 29'488 570'230 CHF 570'821 CHF 96.78% 96.78%
29.04.2024 0.11% 19.56 CHF 19.58 CHF 58'000 58'000 31'516 31'516 594'054 CHF 594'685 CHF 83.75% 83.75%
26.04.2024 0.12% 16.84 CHF 16.86 CHF 64'000 64'000 32'085 32'085 538'592 CHF 539'237 CHF 99.41% 99.41%
25.04.2024 0.13% 16.26 CHF 16.28 CHF 66'000 66'000 33'354 33'354 525'822 CHF 526'490 CHF 99.68% 99.68%
24.04.2024 0.13% 15.62 CHF 15.64 CHF 67'000 67'000 33'593 33'593 525'478 CHF 526'151 CHF 97.19% 97.19%
23.04.2024 0.16% 13.25 CHF 13.27 CHF 74'000 74'000 38'498 38'498 501'463 CHF 502'235 CHF 99.99% 99.99%
22.04.2024 0.16% 12.59 CHF 12.61 CHF 80'000 80'000 39'008 39'008 501'337 CHF 502'119 CHF 99.94% 99.94%
19.04.2024 0.15% 13.90 CHF 13.92 CHF 74'000 74'000 36'688 36'688 502'302 CHF 503'038 CHF 99.95% 99.95%
18.04.2024 0.14% 14.17 CHF 14.19 CHF 74'000 74'000 36'722 36'722 523'451 CHF 524'187 CHF 99.92% 99.92%

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