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
25.04.2024 0.15% 13.97 CHF 13.99 CHF 66'000 66'000 33'356 33'356 449'444 CHF 450'113 CHF 99.67% 99.67%
24.04.2024 0.15% 13.33 CHF 13.35 CHF 67'000 67'000 33'399 33'399 445'932 CHF 446'602 CHF 98.68% 98.68%
23.04.2024 0.19% 10.97 CHF 10.99 CHF 74'000 74'000 38'484 38'484 413'513 CHF 414'284 CHF 99.98% 99.98%
22.04.2024 0.19% 10.31 CHF 10.33 CHF 80'000 80'000 39'012 39'012 412'370 CHF 413'152 CHF 99.93% 99.93%
19.04.2024 0.18% 11.62 CHF 11.64 CHF 74'000 74'000 36'693 36'693 418'967 CHF 419'703 CHF 99.96% 99.96%
18.04.2024 0.17% 11.89 CHF 11.91 CHF 74'000 74'000 36'734 36'734 440'031 CHF 440'768 CHF 99.97% 99.97%
17.04.2024 0.16% 12.42 CHF 12.44 CHF 74'000 74'000 34'930 34'930 441'272 CHF 441'973 CHF 99.99% 99.99%
16.04.2024 0.16% 12.63 CHF 12.65 CHF 67'000 67'000 34'457 34'457 437'463 CHF 438'155 CHF 99.99% 99.99%
15.04.2024 0.14% 13.85 CHF 13.87 CHF 66'000 66'000 32'970 32'970 468'587 CHF 469'248 CHF 99.14% 99.14%
12.04.2024 0.14% 14.72 CHF 14.74 CHF 64'000 64'000 31'729 31'729 470'495 CHF 471'132 CHF 99.98% 99.98%

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