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% 15.09 CHF 15.10 CHF 27'000 27'000 11'999 11'999 190'987 CHF 191'205 CHF 86.76% 86.76%
15.05.2024 0.16% 15.77 CHF 15.78 CHF 26'000 26'000 11'824 11'824 181'962 CHF 182'180 CHF 92.26% 92.26%
14.05.2024 0.16% 15.07 CHF 15.08 CHF 27'000 27'000 12'472 12'472 180'913 CHF 181'142 CHF 91.91% 91.91%
13.05.2024 0.15% 14.86 CHF 14.87 CHF 27'000 27'000 12'343 12'343 185'469 CHF 185'693 CHF 93.42% 93.42%
10.05.2024 0.15% 15.02 CHF 15.03 CHF 27'000 27'000 12'102 12'102 190'090 CHF 190'312 CHF 99.99% 99.99%
08.05.2024 0.15% 15.88 CHF 15.89 CHF 26'000 26'000 11'835 11'835 186'971 CHF 187'192 CHF 96.22% 96.22%
07.05.2024 0.19% 16.67 CHF 16.69 CHF 25'000 25'000 11'085 11'085 188'233 CHF 188'533 CHF 97.68% 97.68%
06.05.2024 0.19% 17.30 CHF 17.32 CHF 24'000 24'000 10'893 10'893 190'079 CHF 190'384 CHF 96.53% 96.53%
03.05.2024 0.32% 16.39 CHF 16.40 CHF 25'000 25'000 8'808 8'808 148'115 CHF 148'424 CHF 87.53% 87.53%
02.05.2024 0.15% 16.79 CHF 16.81 CHF 25'000 25'000 11'035 11'035 179'075 CHF 179'288 CHF 99.43% 99.43%

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