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 0.16% 15.23 CHF 15.24 CHF 26'000 26'000 11'891 11'891 176'836 CHF 177'055 CHF 98.69% 98.69%
14.05.2024 0.17% 14.54 CHF 14.55 CHF 27'000 27'000 12'504 12'504 174'809 CHF 175'038 CHF 99.48% 99.48%
13.05.2024 0.16% 14.34 CHF 14.35 CHF 27'000 27'000 12'311 12'311 178'490 CHF 178'714 CHF 98.43% 98.43%
10.05.2024 0.15% 14.49 CHF 14.50 CHF 27'000 27'000 12'102 12'102 183'612 CHF 183'834 CHF 99.99% 99.99%
08.05.2024 0.15% 15.34 CHF 15.35 CHF 26'000 26'000 11'858 11'858 180'877 CHF 181'097 CHF 98.76% 98.76%
07.05.2024 0.20% 16.13 CHF 16.15 CHF 25'000 25'000 11'001 11'001 180'764 CHF 181'062 CHF 99.94% 99.94%
06.05.2024 0.20% 16.74 CHF 16.76 CHF 24'000 24'000 10'778 10'778 181'999 CHF 182'303 CHF 99.16% 99.16%
03.05.2024 0.33% 15.85 CHF 15.86 CHF 25'000 25'000 8'813 8'813 143'587 CHF 143'894 CHF 95.77% 95.77%
02.05.2024 0.15% 16.24 CHF 16.26 CHF 25'000 25'000 11'060 11'060 173'490 CHF 173'703 CHF 99.96% 99.96%
30.04.2024 0.16% 15.18 CHF 15.19 CHF 26'000 26'000 11'929 11'929 185'513 CHF 185'744 CHF 98.39% 98.39%

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