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 0.17% 12.92 CHF 12.94 CHF 66'000 66'000 33'316 33'316 413'765 CHF 414'433 CHF 99.75% 99.75%
24.04.2024 0.17% 12.27 CHF 12.29 CHF 67'000 67'000 33'421 33'421 410'975 CHF 411'645 CHF 98.75% 98.75%
23.04.2024 0.21% 9.92 CHF 9.94 CHF 74'000 74'000 38'492 38'492 373'139 CHF 373'911 CHF 99.98% 99.98%
22.04.2024 0.21% 9.26 CHF 9.28 CHF 80'000 80'000 39'031 39'031 371'572 CHF 372'355 CHF 99.99% 99.99%
19.04.2024 0.20% 10.58 CHF 10.60 CHF 74'000 74'000 36'688 36'688 380'542 CHF 381'278 CHF 99.94% 99.94%
18.04.2024 0.19% 10.84 CHF 10.86 CHF 74'000 74'000 36'729 36'729 401'438 CHF 402'174 CHF 99.93% 99.93%
17.04.2024 0.18% 11.37 CHF 11.39 CHF 74'000 74'000 34'922 34'922 404'503 CHF 405'204 CHF 99.98% 99.98%
16.04.2024 0.17% 11.57 CHF 11.59 CHF 67'000 67'000 34'459 34'459 401'266 CHF 401'958 CHF 99.98% 99.98%
15.04.2024 0.15% 12.80 CHF 12.82 CHF 66'000 66'000 32'968 32'968 433'894 CHF 434'555 CHF 99.51% 99.51%
12.04.2024 0.15% 13.67 CHF 13.69 CHF 64'000 64'000 31'726 31'726 437'145 CHF 437'781 CHF 99.98% 99.98%

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