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
15.05.2024 0.15% 17.07 CHF 17.08 CHF 26'000 26'000 11'898 11'898 198'657 CHF 198'876 CHF 92.57% 92.57%
14.05.2024 0.15% 16.38 CHF 16.39 CHF 27'000 27'000 12'611 12'611 199'494 CHF 199'724 CHF 90.34% 90.34%
13.05.2024 0.14% 16.17 CHF 16.18 CHF 27'000 27'000 12'287 12'287 200'641 CHF 200'865 CHF 95.88% 95.88%
10.05.2024 0.14% 16.32 CHF 16.33 CHF 27'000 27'000 12'114 12'114 206'055 CHF 206'277 CHF 99.89% 99.89%
08.05.2024 0.14% 17.18 CHF 17.19 CHF 26'000 26'000 11'770 11'770 201'296 CHF 201'516 CHF 95.67% 95.67%
07.05.2024 0.18% 17.98 CHF 18.00 CHF 25'000 25'000 11'085 11'085 202'677 CHF 202'977 CHF 97.68% 97.68%
06.05.2024 0.18% 18.60 CHF 18.62 CHF 24'000 24'000 10'870 10'870 203'805 CHF 204'110 CHF 96.76% 96.76%
03.05.2024 0.30% 17.69 CHF 17.70 CHF 25'000 25'000 8'918 8'918 161'593 CHF 161'903 CHF 87.93% 87.93%
02.05.2024 0.14% 18.10 CHF 18.12 CHF 25'000 25'000 11'038 11'038 193'567 CHF 193'780 CHF 99.45% 99.45%
30.04.2024 0.14% 17.03 CHF 17.04 CHF 26'000 26'000 12'155 12'155 211'309 CHF 211'542 CHF 82.97% 82.97%

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