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 0.19% 10.51 CHF 10.53 CHF 61'000 61'000 30'048 30'048 323'296 CHF 323'899 CHF 99.94% 99.94%
30.04.2024 0.17% 11.17 CHF 11.19 CHF 60'000 60'000 29'481 29'481 347'927 CHF 348'518 CHF 96.72% 96.72%
29.04.2024 0.18% 12.05 CHF 12.07 CHF 58'000 58'000 31'517 31'517 357'075 CHF 357'706 CHF 83.74% 83.74%
26.04.2024 0.22% 9.30 CHF 9.32 CHF 64'000 64'000 32'074 32'074 297'197 CHF 297'841 CHF 99.37% 99.37%
25.04.2024 0.25% 8.74 CHF 8.76 CHF 66'000 66'000 33'361 33'361 274'765 CHF 275'434 CHF 99.68% 99.68%
24.04.2024 0.25% 8.09 CHF 8.11 CHF 67'000 67'000 33'396 33'396 270'996 CHF 271'665 CHF 98.67% 98.67%
23.04.2024 0.37% 5.75 CHF 5.77 CHF 74'000 74'000 38'489 38'489 212'662 CHF 213'434 CHF 99.99% 99.99%
22.04.2024 0.38% 5.08 CHF 5.10 CHF 80'000 80'000 39'019 39'019 208'725 CHF 209'508 CHF 99.95% 99.95%
19.04.2024 0.33% 6.42 CHF 6.44 CHF 74'000 74'000 36'695 36'695 228'172 CHF 228'909 CHF 99.96% 99.96%
18.04.2024 0.30% 6.67 CHF 6.69 CHF 74'000 74'000 36'740 36'740 248'779 CHF 249'516 CHF 99.98% 99.98%

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