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% 16.06 CHF 16.07 CHF 26'000 26'000 11'876 11'876 186'321 CHF 186'540 CHF 92.82% 92.82%
14.05.2024 0.16% 15.37 CHF 15.38 CHF 27'000 27'000 12'596 12'596 186'543 CHF 186'772 CHF 90.71% 90.71%
13.05.2024 0.15% 15.16 CHF 15.17 CHF 27'000 27'000 12'207 12'207 187'060 CHF 187'284 CHF 95.34% 95.34%
10.05.2024 0.14% 15.31 CHF 15.32 CHF 27'000 27'000 12'100 12'100 193'624 CHF 193'846 CHF 99.89% 99.89%
08.05.2024 0.15% 16.17 CHF 16.18 CHF 26'000 26'000 11'758 11'758 189'210 CHF 189'430 CHF 96.06% 96.06%
07.05.2024 0.19% 16.97 CHF 16.99 CHF 25'000 25'000 11'085 11'085 191'502 CHF 191'802 CHF 97.68% 97.68%
06.05.2024 0.19% 17.59 CHF 17.61 CHF 24'000 24'000 10'859 10'859 192'650 CHF 192'955 CHF 97.65% 97.65%
03.05.2024 0.31% 16.69 CHF 16.70 CHF 25'000 25'000 9'031 9'031 154'664 CHF 154'975 CHF 89.23% 89.23%
02.05.2024 0.14% 17.09 CHF 17.11 CHF 25'000 25'000 11'035 11'035 182'354 CHF 182'567 CHF 99.43% 99.43%
30.04.2024 0.15% 16.02 CHF 16.03 CHF 26'000 26'000 12'149 12'149 198'978 CHF 199'211 CHF 83.17% 83.17%

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