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
30.04.2024 0.12% 15.75 CHF 15.77 CHF 60'000 60'000 29'484 29'484 482'401 CHF 482'992 CHF 96.78% 96.78%
29.04.2024 0.13% 16.60 CHF 16.62 CHF 58'000 58'000 31'530 31'530 500'697 CHF 501'329 CHF 83.78% 83.78%
26.04.2024 0.15% 13.87 CHF 13.89 CHF 64'000 64'000 32'082 32'082 443'275 CHF 443'919 CHF 99.39% 99.39%
25.04.2024 0.16% 13.29 CHF 13.31 CHF 66'000 66'000 33'350 33'350 426'583 CHF 427'251 CHF 99.66% 99.66%
24.04.2024 0.16% 12.65 CHF 12.67 CHF 67'000 67'000 33'396 33'396 423'095 CHF 423'765 CHF 98.67% 98.67%
23.04.2024 0.20% 10.29 CHF 10.31 CHF 74'000 74'000 38'498 38'498 387'411 CHF 388'183 CHF 99.99% 99.99%
22.04.2024 0.21% 9.63 CHF 9.65 CHF 80'000 80'000 39'026 39'026 385'942 CHF 386'725 CHF 99.95% 99.95%
19.04.2024 0.19% 10.94 CHF 10.96 CHF 74'000 74'000 36'692 36'692 394'059 CHF 394'796 CHF 99.95% 99.95%
18.04.2024 0.18% 11.21 CHF 11.23 CHF 74'000 74'000 36'727 36'727 414'986 CHF 415'722 CHF 99.94% 99.94%
17.04.2024 0.17% 11.74 CHF 11.76 CHF 74'000 74'000 34'927 34'927 417'503 CHF 418'203 CHF 99.99% 99.99%

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