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
02.05.2024 0.15% 12.79 CHF 12.81 CHF 61'000 61'000 30'051 30'051 391'769 CHF 392'371 CHF 99.95% 99.95%
30.04.2024 0.14% 13.46 CHF 13.48 CHF 60'000 60'000 29'488 29'488 415'213 CHF 415'805 CHF 96.79% 96.79%
29.04.2024 0.15% 14.32 CHF 14.34 CHF 58'000 58'000 31'550 31'550 429'184 CHF 429'816 CHF 83.78% 83.78%
26.04.2024 0.18% 11.58 CHF 11.60 CHF 64'000 64'000 32'087 32'087 370'322 CHF 370'967 CHF 99.40% 99.40%
25.04.2024 0.20% 11.01 CHF 11.03 CHF 66'000 66'000 33'345 33'345 350'557 CHF 351'225 CHF 99.64% 99.64%
24.04.2024 0.20% 10.37 CHF 10.39 CHF 67'000 67'000 33'398 33'398 347'039 CHF 347'708 CHF 98.65% 98.65%
23.04.2024 0.26% 8.02 CHF 8.04 CHF 74'000 74'000 38'483 38'483 299'918 CHF 300'689 CHF 99.98% 99.98%
22.04.2024 0.27% 7.35 CHF 7.37 CHF 80'000 80'000 39'020 39'020 297'280 CHF 298'063 CHF 99.95% 99.95%
19.04.2024 0.24% 8.68 CHF 8.70 CHF 74'000 74'000 36'688 36'688 311'068 CHF 311'805 CHF 99.95% 99.95%
18.04.2024 0.22% 8.94 CHF 8.96 CHF 74'000 74'000 36'727 36'727 331'811 CHF 332'547 CHF 99.92% 99.92%

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