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
30.04.2024 0.40% 12.50 CHF 12.55 CHF 50'000 50'000 49'778 49'778 629'224 CHF 631'714 CHF 99.50% 99.50%
29.04.2024 0.40% 12.65 CHF 12.70 CHF 50'000 50'000 49'435 49'435 624'679 CHF 627'154 CHF 99.61% 99.61%
26.04.2024 0.40% 12.55 CHF 12.60 CHF 50'000 50'000 49'625 49'625 621'345 CHF 623'828 CHF 99.80% 99.80%
25.04.2024 0.40% 12.25 CHF 12.30 CHF 50'000 50'000 49'418 49'418 620'709 CHF 623'183 CHF 99.65% 99.65%
24.04.2024 0.39% 12.75 CHF 12.80 CHF 50'000 50'000 49'455 49'455 635'463 CHF 637'938 CHF 99.77% 99.77%
23.04.2024 0.40% 12.80 CHF 12.85 CHF 50'000 50'000 49'488 49'488 627'191 CHF 629'668 CHF 96.29% 96.29%
22.04.2024 0.40% 12.40 CHF 12.45 CHF 50'000 50'000 49'512 49'512 618'990 CHF 621'468 CHF 99.05% 99.05%
19.04.2024 0.42% 12.30 CHF 12.35 CHF 50'000 50'000 49'504 49'504 599'696 CHF 602'174 CHF 99.80% 99.80%
18.04.2024 0.41% 12.45 CHF 12.50 CHF 50'000 50'000 49'474 49'474 605'564 CHF 608'041 CHF 99.44% 99.44%
17.04.2024 0.42% 12.20 CHF 12.25 CHF 50'000 50'000 48'960 48'960 602'187 CHF 604'640 CHF 97.20% 97.20%

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