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% 17.32 CHF 17.34 CHF 58'000 58'000 31'511 31'511 523'248 CHF 523'879 CHF 83.73% 83.73%
26.04.2024 0.14% 14.59 CHF 14.61 CHF 64'000 64'000 32'102 32'102 466'899 CHF 467'544 CHF 99.45% 99.45%
25.04.2024 0.15% 14.02 CHF 14.04 CHF 66'000 66'000 33'325 33'325 450'562 CHF 451'230 CHF 99.78% 99.78%
24.04.2024 0.15% 13.37 CHF 13.39 CHF 67'000 67'000 33'415 33'415 447'628 CHF 448'298 CHF 98.73% 98.73%
23.04.2024 0.19% 11.02 CHF 11.04 CHF 74'000 74'000 38'500 38'500 415'468 CHF 416'240 CHF 99.99% 99.99%
22.04.2024 0.19% 10.35 CHF 10.37 CHF 80'000 80'000 39'040 39'040 414'517 CHF 415'300 CHF 99.99% 99.99%
19.04.2024 0.18% 11.67 CHF 11.69 CHF 74'000 74'000 36'692 36'692 420'635 CHF 421'371 CHF 99.95% 99.95%
18.04.2024 0.17% 11.94 CHF 11.96 CHF 74'000 74'000 36'723 36'723 441'585 CHF 442'321 CHF 99.94% 99.94%
17.04.2024 0.16% 12.47 CHF 12.49 CHF 74'000 74'000 34'926 34'926 442'803 CHF 443'504 CHF 99.98% 99.98%
16.04.2024 0.16% 12.67 CHF 12.69 CHF 67'000 67'000 34'458 34'458 439'051 CHF 439'743 CHF 99.98% 99.98%

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