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 0.14% 16.12 CHF 16.13 CHF 27'000 27'000 11'902 11'902 201'827 CHF 202'045 CHF 98.47% 98.47%
15.05.2024 0.15% 16.78 CHF 16.79 CHF 26'000 26'000 11'868 11'868 194'878 CHF 195'097 CHF 98.20% 98.20%
14.05.2024 0.15% 16.10 CHF 16.11 CHF 27'000 27'000 12'465 12'465 193'627 CHF 193'856 CHF 99.16% 99.16%
13.05.2024 0.14% 15.89 CHF 15.90 CHF 27'000 27'000 12'311 12'311 197'609 CHF 197'832 CHF 98.43% 98.43%
10.05.2024 0.14% 16.05 CHF 16.06 CHF 27'000 27'000 12'100 12'100 202'368 CHF 202'590 CHF 99.89% 99.89%
08.05.2024 0.14% 16.89 CHF 16.90 CHF 26'000 26'000 11'865 11'865 199'438 CHF 199'658 CHF 98.62% 98.62%
07.05.2024 0.18% 17.68 CHF 17.70 CHF 25'000 25'000 11'002 11'002 197'844 CHF 198'142 CHF 99.94% 99.94%
06.05.2024 0.18% 18.29 CHF 18.31 CHF 24'000 24'000 10'778 10'778 198'689 CHF 198'994 CHF 99.16% 99.16%
03.05.2024 0.30% 17.40 CHF 17.41 CHF 25'000 25'000 8'810 8'810 157'188 CHF 157'494 CHF 95.75% 95.75%
02.05.2024 0.14% 17.80 CHF 17.82 CHF 25'000 25'000 10'990 10'990 189'496 CHF 189'709 CHF 99.44% 99.44%

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