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
16.05.2024 0.43% 11.65 CHF 11.70 CHF 17'500 17'500 17'335 17'335 201'799 CHF 202'667 CHF 100.00% 100.00%
15.05.2024 0.44% 11.65 CHF 11.70 CHF 17'500 17'500 17'662 17'662 203'284 CHF 204'168 CHF 100.00% 100.00%
14.05.2024 0.44% 11.45 CHF 11.50 CHF 18'000 18'000 17'831 17'831 204'213 CHF 205'105 CHF 99.30% 99.30%
13.05.2024 0.43% 11.60 CHF 11.65 CHF 17'500 17'500 17'342 17'342 201'008 CHF 201'876 CHF 99.76% 99.76%
10.05.2024 0.44% 11.45 CHF 11.50 CHF 18'000 18'000 17'701 17'701 203'599 CHF 204'485 CHF 99.38% 99.38%
08.05.2024 0.43% 11.50 CHF 11.55 CHF 18'000 18'000 17'498 17'498 202'023 CHF 202'898 CHF 99.41% 99.41%
07.05.2024 0.45% 11.50 CHF 11.55 CHF 18'000 18'000 17'818 17'818 200'759 CHF 201'651 CHF 99.61% 99.61%
06.05.2024 0.45% 11.20 CHF 11.25 CHF 18'000 18'000 17'795 17'795 199'096 CHF 199'987 CHF 98.44% 98.44%
03.05.2024 0.45% 11.20 CHF 11.25 CHF 18'000 18'000 17'919 17'919 200'225 CHF 201'122 CHF 93.24% 93.24%
02.05.2024 0.45% 11.05 CHF 11.10 CHF 18'000 18'000 18'188 18'188 201'332 CHF 202'242 CHF 99.48% 99.48%

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