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 0.12% 16.90 CHF 16.92 CHF 61'000 61'000 30'057 30'057 515'230 CHF 515'833 CHF 99.98% 99.98%
30.04.2024 0.11% 17.58 CHF 17.60 CHF 60'000 60'000 29'490 29'490 536'420 CHF 537'011 CHF 96.73% 96.73%
29.04.2024 0.12% 18.42 CHF 18.44 CHF 58'000 58'000 31'546 31'546 558'504 CHF 559'136 CHF 83.77% 83.77%
26.04.2024 0.13% 15.70 CHF 15.72 CHF 64'000 64'000 32'071 32'071 501'655 CHF 502'299 CHF 99.36% 99.36%
25.04.2024 0.14% 15.12 CHF 15.14 CHF 66'000 66'000 33'356 33'356 487'568 CHF 488'236 CHF 99.68% 99.68%
24.04.2024 0.14% 14.47 CHF 14.49 CHF 67'000 67'000 33'395 33'395 484'048 CHF 484'718 CHF 98.64% 98.64%
23.04.2024 0.17% 12.11 CHF 12.13 CHF 74'000 74'000 38'498 38'498 457'483 CHF 458'254 CHF 99.99% 99.99%
22.04.2024 0.17% 11.45 CHF 11.47 CHF 80'000 80'000 39'007 39'007 456'790 CHF 457'573 CHF 99.92% 99.92%
19.04.2024 0.16% 12.76 CHF 12.78 CHF 74'000 74'000 36'687 36'687 460'548 CHF 461'285 CHF 99.95% 99.95%
18.04.2024 0.15% 13.03 CHF 13.05 CHF 74'000 74'000 36'725 36'725 481'635 CHF 482'371 CHF 99.93% 99.93%

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