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% 15.63 CHF 15.64 CHF 26'000 26'000 11'896 11'896 181'576 CHF 181'795 CHF 98.57% 98.57%
14.05.2024 0.16% 14.94 CHF 14.95 CHF 27'000 27'000 12'505 12'505 179'757 CHF 179'986 CHF 99.26% 99.26%
13.05.2024 0.16% 14.73 CHF 14.74 CHF 27'000 27'000 12'311 12'311 183'330 CHF 183'554 CHF 98.43% 98.43%
10.05.2024 0.15% 14.89 CHF 14.90 CHF 27'000 27'000 12'100 12'100 188'326 CHF 188'547 CHF 99.89% 99.89%
08.05.2024 0.15% 15.73 CHF 15.74 CHF 26'000 26'000 11'879 11'879 185'874 CHF 186'094 CHF 98.76% 98.76%
07.05.2024 0.19% 16.52 CHF 16.54 CHF 25'000 25'000 11'002 11'002 185'108 CHF 185'406 CHF 99.94% 99.94%
06.05.2024 0.20% 17.13 CHF 17.15 CHF 24'000 24'000 10'778 10'778 186'228 CHF 186'532 CHF 99.16% 99.16%
03.05.2024 0.32% 16.24 CHF 16.25 CHF 25'000 25'000 8'812 8'812 147'036 CHF 147'343 CHF 95.76% 95.76%
02.05.2024 0.15% 16.64 CHF 16.66 CHF 25'000 25'000 11'056 11'056 177'804 CHF 178'016 CHF 99.95% 99.95%
30.04.2024 0.15% 15.58 CHF 15.59 CHF 26'000 26'000 11'965 11'965 190'773 CHF 191'003 CHF 97.69% 97.69%

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