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
13.05.2024 0.15% 13.20 CHF 13.22 CHF 40'000 40'000 39'926 39'926 526'011 CHF 526'810 CHF 100.00% 100.00%
10.05.2024 0.15% 13.07 CHF 13.09 CHF 40'000 40'000 39'926 39'926 523'670 CHF 524'469 CHF 99.68% 99.68%
08.05.2024 0.16% 12.89 CHF 12.91 CHF 40'000 40'000 39'676 39'676 511'621 CHF 512'418 CHF 93.27% 93.27%
07.05.2024 0.64% 13.11 CHF 13.13 CHF 40'000 40'000 39'888 39'888 521'517 CHF 524'843 CHF 99.44% 99.44%
06.05.2024 0.70% 12.92 CHF 13.01 CHF 42'500 42'500 42'422 42'422 544'145 CHF 547'963 CHF 100.00% 100.00%
03.05.2024 0.75% 12.58 CHF 12.67 CHF 42'500 42'500 37'353 37'353 458'457 CHF 461'853 CHF 99.92% 99.92%
02.05.2024 0.74% 12.08 CHF 12.17 CHF 42'500 42'500 42'420 42'420 511'985 CHF 515'803 CHF 99.66% 99.66%
30.04.2024 0.71% 12.49 CHF 12.58 CHF 42'500 42'500 42'423 42'423 535'967 CHF 539'786 CHF 99.98% 99.98%
29.04.2024 0.71% 12.63 CHF 12.72 CHF 42'500 42'500 42'414 42'414 535'235 CHF 539'053 CHF 99.70% 99.70%
26.04.2024 0.81% 12.56 CHF 12.65 CHF 42'500 42'500 42'419 42'419 526'581 CHF 530'838 CHF 99.14% 99.14%

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