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% 15.67 CHF 15.68 CHF 26'000 26'000 11'825 11'825 180'799 CHF 181'017 CHF 92.27% 92.27%
14.05.2024 0.16% 14.97 CHF 14.98 CHF 27'000 27'000 12'518 12'518 180'355 CHF 180'584 CHF 91.52% 91.52%
13.05.2024 0.16% 14.76 CHF 14.77 CHF 27'000 27'000 12'357 12'357 184'416 CHF 184'640 CHF 93.19% 93.19%
10.05.2024 0.15% 14.92 CHF 14.93 CHF 27'000 27'000 12'101 12'101 188'856 CHF 189'078 CHF 99.98% 99.98%
08.05.2024 0.15% 15.78 CHF 15.79 CHF 26'000 26'000 11'821 11'821 185'551 CHF 185'771 CHF 96.30% 96.30%
07.05.2024 0.19% 16.57 CHF 16.59 CHF 25'000 25'000 11'085 11'085 187'120 CHF 187'420 CHF 97.68% 97.68%
06.05.2024 0.19% 17.20 CHF 17.22 CHF 24'000 24'000 10'893 10'893 188'985 CHF 189'291 CHF 96.53% 96.53%
03.05.2024 0.32% 16.29 CHF 16.30 CHF 25'000 25'000 8'916 8'916 149'079 CHF 149'389 CHF 87.94% 87.94%
02.05.2024 0.15% 16.69 CHF 16.71 CHF 25'000 25'000 11'037 11'037 177'993 CHF 178'206 CHF 99.45% 99.45%
30.04.2024 0.15% 15.62 CHF 15.63 CHF 26'000 26'000 12'299 12'299 196'488 CHF 196'722 CHF 81.78% 81.78%

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