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
29.04.2024 0.12% 18.41 CHF 18.43 CHF 58'000 58'000 31'507 31'507 557'570 CHF 558'201 CHF 83.74% 83.74%
26.04.2024 0.13% 15.69 CHF 15.71 CHF 64'000 64'000 32'105 32'105 501'980 CHF 502'624 CHF 99.47% 99.47%
25.04.2024 0.14% 15.11 CHF 15.13 CHF 66'000 66'000 33'325 33'325 486'973 CHF 487'641 CHF 99.77% 99.77%
24.04.2024 0.14% 14.47 CHF 14.49 CHF 67'000 67'000 33'415 33'415 484'128 CHF 484'798 CHF 98.73% 98.73%
23.04.2024 0.17% 12.11 CHF 12.13 CHF 74'000 74'000 38'498 38'498 457'368 CHF 458'140 CHF 99.99% 99.99%
22.04.2024 0.17% 11.44 CHF 11.46 CHF 80'000 80'000 39'031 39'031 456'897 CHF 457'680 CHF 99.99% 99.99%
19.04.2024 0.16% 12.75 CHF 12.77 CHF 74'000 74'000 36'688 36'688 460'385 CHF 461'121 CHF 99.95% 99.95%
18.04.2024 0.15% 13.03 CHF 13.05 CHF 74'000 74'000 36'734 36'734 481'613 CHF 482'349 CHF 99.94% 99.94%
17.04.2024 0.15% 13.56 CHF 13.58 CHF 74'000 74'000 34'927 34'927 480'818 CHF 481'519 CHF 99.98% 99.98%
16.04.2024 0.15% 13.76 CHF 13.78 CHF 67'000 67'000 34'454 34'454 476'548 CHF 477'240 CHF 99.98% 99.98%

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