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
18.04.2024 0.30% 3.19 CHF 3.20 CHF 30'000 30'000 22'183 18'274 74'512 CHF 61'432 CHF 99.08% 99.08%
17.04.2024 0.30% 3.47 CHF 3.48 CHF 30'000 30'000 22'210 18'315 74'092 CHF 61'332 CHF 99.91% 99.91%
16.04.2024 0.29% 3.43 CHF 3.44 CHF 30'000 30'000 21'936 17'904 74'772 CHF 61'198 CHF 92.15% 92.15%
15.04.2024 0.32% 3.19 CHF 3.20 CHF 30'000 30'000 22'218 18'328 68'929 CHF 57'008 CHF 99.21% 99.21%
12.04.2024 0.34% 3.17 CHF 3.18 CHF 30'000 30'000 22'173 18'260 64'917 CHF 53'925 CHF 99.31% 99.31%
11.04.2024 0.35% 3.02 CHF 3.03 CHF 30'000 30'000 22'311 18'466 64'663 CHF 53'811 CHF 95.41% 95.41%
10.04.2024 0.43% 2.84 CHF 2.85 CHF 30'000 30'000 28'149 16'790 69'138 CHF 42'405 CHF 88.83% 88.83%
09.04.2024 0.41% 2.62 CHF 2.63 CHF 30'000 30'000 30'000 18'297 72'221 CHF 44'510 CHF 99.86% 99.86%
08.04.2024 0.42% 2.33 CHF 2.34 CHF 30'000 30'000 30'000 18'324 71'167 CHF 43'557 CHF 99.21% 99.21%
05.04.2024 0.39% 2.46 CHF 2.47 CHF 30'000 30'000 22'307 18'461 57'571 CHF 47'765 CHF 95.61% 95.61%

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