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
03.05.2024 0.13% 15.98 CHF 16.00 CHF 62'000 62'000 30'563 30'563 497'472 CHF 498'084 CHF 99.82% 99.82%
02.05.2024 0.12% 16.24 CHF 16.26 CHF 61'000 61'000 30'050 30'050 495'248 CHF 495'850 CHF 99.95% 99.95%
30.04.2024 0.12% 16.92 CHF 16.94 CHF 60'000 60'000 29'477 29'477 516'633 CHF 517'224 CHF 96.78% 96.78%
29.04.2024 0.12% 17.76 CHF 17.78 CHF 58'000 58'000 31'508 31'508 536'992 CHF 537'623 CHF 83.74% 83.74%
26.04.2024 0.14% 15.03 CHF 15.05 CHF 64'000 64'000 32'095 32'095 480'864 CHF 481'509 CHF 99.43% 99.43%
25.04.2024 0.15% 14.46 CHF 14.48 CHF 66'000 66'000 33'322 33'322 465'094 CHF 465'762 CHF 99.78% 99.78%
24.04.2024 0.15% 13.81 CHF 13.83 CHF 67'000 67'000 33'421 33'421 462'377 CHF 463'047 CHF 98.73% 98.73%
23.04.2024 0.18% 11.45 CHF 11.47 CHF 74'000 74'000 38'499 38'499 432'238 CHF 433'009 CHF 99.99% 99.99%
22.04.2024 0.18% 10.79 CHF 10.81 CHF 80'000 80'000 39'040 39'040 431'538 CHF 432'321 CHF 100.00% 100.00%
19.04.2024 0.17% 12.10 CHF 12.12 CHF 74'000 74'000 36'696 36'696 436'635 CHF 437'371 CHF 99.97% 99.97%

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