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
16.05.2024 0.13% 16.08 CHF 16.09 CHF 27'000 27'000 12'114 12'114 204'882 CHF 205'101 CHF 89.05% 89.05%
15.05.2024 0.15% 16.76 CHF 16.77 CHF 26'000 26'000 11'898 11'898 194'969 CHF 195'188 CHF 92.57% 92.57%
14.05.2024 0.15% 16.06 CHF 16.07 CHF 27'000 27'000 12'610 12'610 195'580 CHF 195'810 CHF 88.99% 88.99%
13.05.2024 0.15% 15.85 CHF 15.86 CHF 27'000 27'000 12'263 12'263 196'449 CHF 196'673 CHF 94.93% 94.93%
10.05.2024 0.14% 16.01 CHF 16.02 CHF 27'000 27'000 12'102 12'102 202'093 CHF 202'315 CHF 99.99% 99.99%
08.05.2024 0.14% 16.87 CHF 16.88 CHF 26'000 26'000 11'717 11'717 196'773 CHF 196'993 CHF 95.78% 95.78%
07.05.2024 0.18% 17.67 CHF 17.69 CHF 25'000 25'000 11'085 11'085 199'239 CHF 199'539 CHF 97.68% 97.68%
06.05.2024 0.18% 18.29 CHF 18.31 CHF 24'000 24'000 10'870 10'870 200'430 CHF 200'736 CHF 96.76% 96.76%
03.05.2024 0.30% 17.38 CHF 17.39 CHF 25'000 25'000 8'995 8'995 160'252 CHF 160'563 CHF 88.35% 88.35%
02.05.2024 0.14% 17.79 CHF 17.81 CHF 25'000 25'000 11'034 11'034 190'061 CHF 190'274 CHF 99.42% 99.42%

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