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 0.19% 10.30 CHF 10.32 CHF 60'000 60'000 29'479 29'479 322'234 CHF 322'825 CHF 96.72% 96.72%
29.04.2024 0.20% 11.19 CHF 11.21 CHF 58'000 58'000 31'503 31'503 329'521 CHF 330'152 CHF 83.73% 83.73%
26.04.2024 0.24% 8.43 CHF 8.45 CHF 64'000 64'000 32'108 32'108 269'650 CHF 270'295 CHF 99.47% 99.47%
25.04.2024 0.28% 7.87 CHF 7.89 CHF 66'000 66'000 33'310 33'310 245'435 CHF 246'103 CHF 99.74% 99.74%
24.04.2024 0.28% 7.22 CHF 7.24 CHF 67'000 67'000 33'422 33'422 242'233 CHF 242'903 CHF 98.72% 98.72%
23.04.2024 - 4.89 CHF - CHF 74'000 0 0 0 0 CHF 0 CHF 0.00% 99.98%
22.04.2024 - 4.22 CHF - CHF 80'000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
19.04.2024 0.39% 5.56 CHF 5.58 CHF 74'000 74'000 36'699 36'699 196'626 CHF 197'363 CHF 99.98% 99.98%
18.04.2024 0.34% 5.81 CHF 5.83 CHF 74'000 74'000 36'726 36'726 217'031 CHF 217'767 CHF 99.94% 99.94%
17.04.2024 0.31% 6.34 CHF 6.36 CHF 74'000 74'000 34'916 34'916 228'859 CHF 229'560 CHF 99.98% 99.98%

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