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
24.04.2024 0.23% 9.08 CHF 9.10 CHF 67'000 67'000 33'415 33'415 304'202 CHF 304'872 CHF 98.72% 98.72%
23.04.2024 0.31% 6.76 CHF 6.78 CHF 74'000 74'000 38'494 38'494 251'414 CHF 252'186 CHF 99.98% 99.98%
22.04.2024 0.32% 6.09 CHF 6.11 CHF 80'000 80'000 39'029 39'029 248'109 CHF 248'892 CHF 99.99% 99.99%
19.04.2024 0.29% 7.42 CHF 7.44 CHF 74'000 74'000 36'689 36'689 264'700 CHF 265'436 CHF 99.94% 99.94%
18.04.2024 0.26% 7.67 CHF 7.69 CHF 74'000 74'000 36'724 36'724 285'180 CHF 285'916 CHF 99.93% 99.93%
17.04.2024 0.24% 8.20 CHF 8.22 CHF 74'000 74'000 34'917 34'917 293'611 CHF 294'311 CHF 99.98% 99.98%
16.04.2024 0.24% 8.40 CHF 8.42 CHF 67'000 67'000 34'457 34'457 291'680 CHF 292'372 CHF 99.97% 99.97%
15.04.2024 0.20% 9.61 CHF 9.63 CHF 66'000 66'000 32'970 32'970 328'674 CHF 329'336 CHF 99.53% 99.53%
12.04.2024 0.19% 10.48 CHF 10.50 CHF 64'000 64'000 31'723 31'723 335'944 CHF 336'581 CHF 99.97% 99.97%
11.04.2024 0.20% 10.23 CHF 10.25 CHF 65'000 65'000 32'544 32'544 335'852 CHF 336'505 CHF 99.95% 99.95%

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