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
29.04.2024 0.16% 13.87 CHF 13.89 CHF 58'000 58'000 31'522 31'522 414'489 CHF 415'121 CHF 83.77% 83.77%
26.04.2024 0.18% 11.13 CHF 11.15 CHF 64'000 64'000 32'097 32'097 355'844 CHF 356'489 CHF 99.44% 99.44%
25.04.2024 0.20% 10.56 CHF 10.58 CHF 66'000 66'000 33'362 33'362 335'550 CHF 336'219 CHF 99.70% 99.70%
24.04.2024 0.21% 9.91 CHF 9.93 CHF 67'000 67'000 33'395 33'395 331'819 CHF 332'488 CHF 98.67% 98.67%
23.04.2024 0.28% 7.57 CHF 7.59 CHF 74'000 74'000 38'497 38'497 282'560 CHF 283'331 CHF 99.99% 99.99%
22.04.2024 0.28% 6.90 CHF 6.92 CHF 80'000 80'000 39'010 39'010 279'507 CHF 280'289 CHF 99.94% 99.94%
19.04.2024 0.26% 8.23 CHF 8.25 CHF 74'000 74'000 36'692 36'692 294'513 CHF 295'249 CHF 99.95% 99.95%
18.04.2024 0.24% 8.49 CHF 8.51 CHF 74'000 74'000 36'721 36'721 315'130 CHF 315'866 CHF 99.92% 99.92%
17.04.2024 0.22% 9.02 CHF 9.04 CHF 74'000 74'000 34'924 34'924 322'449 CHF 323'149 CHF 99.99% 99.99%
16.04.2024 0.22% 9.22 CHF 9.24 CHF 67'000 67'000 34'457 34'457 320'135 CHF 320'827 CHF 99.97% 99.97%

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