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% 16.21 CHF 16.22 CHF 27'000 27'000 11'901 11'901 203'005 CHF 203'223 CHF 98.47% 98.47%
15.05.2024 0.15% 16.88 CHF 16.89 CHF 26'000 26'000 11'867 11'867 196'047 CHF 196'266 CHF 98.31% 98.31%
14.05.2024 0.15% 16.20 CHF 16.21 CHF 27'000 27'000 12'466 12'466 194'883 CHF 195'111 CHF 98.93% 98.93%
13.05.2024 0.14% 15.99 CHF 16.00 CHF 27'000 27'000 12'311 12'311 198'829 CHF 199'052 CHF 98.43% 98.43%
10.05.2024 0.14% 16.14 CHF 16.15 CHF 27'000 27'000 12'100 12'100 203'557 CHF 203'778 CHF 99.89% 99.89%
08.05.2024 0.14% 16.99 CHF 17.00 CHF 26'000 26'000 11'858 11'858 200'496 CHF 200'716 CHF 98.76% 98.76%
07.05.2024 0.18% 17.78 CHF 17.80 CHF 25'000 25'000 11'002 11'002 198'947 CHF 199'245 CHF 99.94% 99.94%
06.05.2024 0.18% 18.39 CHF 18.41 CHF 24'000 24'000 10'778 10'778 199'748 CHF 200'052 CHF 99.16% 99.16%
03.05.2024 0.30% 17.49 CHF 17.50 CHF 25'000 25'000 8'811 8'811 158'057 CHF 158'363 CHF 95.88% 95.88%
02.05.2024 0.14% 17.90 CHF 17.92 CHF 25'000 25'000 10'992 10'992 190'627 CHF 190'840 CHF 99.46% 99.46%

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