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
26.04.2024 0.16% 12.50 CHF 12.52 CHF 64'000 64'000 32'088 32'088 399'550 CHF 400'194 CHF 99.41% 99.41%
25.04.2024 0.18% 11.92 CHF 11.94 CHF 66'000 66'000 33'352 33'352 381'036 CHF 381'705 CHF 99.66% 99.66%
24.04.2024 0.18% 11.28 CHF 11.30 CHF 67'000 67'000 33'412 33'412 377'637 CHF 378'307 CHF 98.64% 98.64%
23.04.2024 0.24% 8.93 CHF 8.95 CHF 74'000 74'000 38'496 38'496 335'002 CHF 335'773 CHF 99.99% 99.99%
22.04.2024 0.24% 8.26 CHF 8.28 CHF 80'000 80'000 39'016 39'016 332'724 CHF 333'506 CHF 99.95% 99.95%
19.04.2024 0.22% 9.59 CHF 9.61 CHF 74'000 74'000 36'684 36'684 344'235 CHF 344'971 CHF 99.95% 99.95%
18.04.2024 0.20% 9.85 CHF 9.87 CHF 74'000 74'000 36'736 36'736 365'192 CHF 365'928 CHF 99.94% 99.94%
17.04.2024 0.19% 10.38 CHF 10.40 CHF 74'000 74'000 34'927 34'927 369'990 CHF 370'691 CHF 99.98% 99.98%
16.04.2024 0.19% 10.58 CHF 10.60 CHF 67'000 67'000 34'463 34'463 367'135 CHF 367'827 CHF 99.98% 99.98%
15.04.2024 0.17% 11.80 CHF 11.82 CHF 66'000 66'000 32'969 32'969 401'201 CHF 401'862 CHF 99.51% 99.51%

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