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 0.97% 15.10 CHF 15.25 CHF 7'500 7'500 7'430 7'430 115'391 CHF 116'507 CHF 99.98% 99.98%
23.04.2024 0.95% 16.05 CHF 16.20 CHF 7'500 7'500 7'429 7'429 118'363 CHF 119'479 CHF 99.42% 99.42%
22.04.2024 0.65% 15.65 CHF 15.75 CHF 7'500 7'500 7'412 7'412 115'768 CHF 116'510 CHF 98.99% 98.99%
19.04.2024 0.68% 15.35 CHF 15.45 CHF 8'000 8'000 7'925 7'925 116'922 CHF 117'715 CHF 99.91% 99.91%
18.04.2024 0.69% 14.65 CHF 14.75 CHF 8'000 8'000 7'925 7'925 115'812 CHF 116'605 CHF 99.90% 99.90%
17.04.2024 0.64% 14.80 CHF 14.90 CHF 8'000 8'000 7'415 7'415 117'161 CHF 117'904 CHF 97.63% 97.63%
16.04.2024 - 15.45 CHF - CHF 375 0 0 0 0 CHF 0 CHF 0.00% 100.00%
15.04.2024 0.95% 16.10 CHF 16.25 CHF 7'500 7'500 7'353 7'353 118'493 CHF 119'598 CHF 99.94% 99.94%
12.04.2024 0.96% 15.75 CHF 15.90 CHF 7'500 7'500 5'749 5'749 91'563 CHF 92'428 CHF 99.11% 99.11%
11.04.2024 0.93% 15.95 CHF 16.10 CHF 4'000 4'000 3'962 3'962 64'261 CHF 64'856 CHF 99.76% 99.76%

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