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 0.16% 12.09 CHF 12.11 CHF 60'000 60'000 29'491 29'491 374'924 CHF 375'515 CHF 96.73% 96.73%
29.04.2024 0.17% 12.96 CHF 12.98 CHF 58'000 58'000 31'524 31'524 385'792 CHF 386'424 CHF 83.74% 83.74%
26.04.2024 0.20% 10.21 CHF 10.23 CHF 64'000 64'000 32'075 32'075 326'365 CHF 327'009 CHF 99.37% 99.37%
25.04.2024 0.22% 9.65 CHF 9.67 CHF 66'000 66'000 33'348 33'348 305'014 CHF 305'682 CHF 99.66% 99.66%
24.04.2024 0.23% 9.00 CHF 9.02 CHF 67'000 67'000 33'401 33'401 301'431 CHF 302'101 CHF 98.63% 98.63%
23.04.2024 0.32% 6.66 CHF 6.68 CHF 74'000 74'000 38'496 38'496 247'572 CHF 248'343 CHF 99.99% 99.99%
22.04.2024 0.32% 5.99 CHF 6.01 CHF 80'000 80'000 39'015 39'015 244'115 CHF 244'898 CHF 99.96% 99.96%
19.04.2024 0.29% 7.32 CHF 7.34 CHF 74'000 74'000 36'687 36'687 261'272 CHF 262'009 CHF 99.95% 99.95%
18.04.2024 0.26% 7.58 CHF 7.60 CHF 74'000 74'000 36'731 36'731 281'916 CHF 282'653 CHF 99.92% 99.92%
17.04.2024 0.24% 8.11 CHF 8.13 CHF 74'000 74'000 34'924 34'924 290'740 CHF 291'441 CHF 99.98% 99.98%

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