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 0.41% 12.30 CHF 12.35 CHF 18'391 18'391 18'222 18'222 223'801 CHF 224'713 CHF 99.49% 99.49%
15.05.2024 0.43% 12.10 CHF 12.15 CHF 18'509 18'509 18'615 18'615 217'415 CHF 218'347 CHF 99.92% 99.92%
14.05.2024 0.44% 11.35 CHF 11.40 CHF 19'004 19'004 18'863 18'863 213'616 CHF 214'560 CHF 99.63% 99.63%
13.05.2024 0.45% 11.10 CHF 11.15 CHF 19'138 19'138 18'949 18'949 210'666 CHF 211'614 CHF 100.00% 100.00%
10.05.2024 0.44% 11.15 CHF 11.20 CHF 19'101 19'101 18'711 18'711 214'009 CHF 214'946 CHF 100.00% 100.00%
08.05.2024 0.49% 10.40 CHF 10.45 CHF 19'617 19'617 19'541 19'541 201'123 CHF 202'101 CHF 100.00% 100.00%
07.05.2024 0.49% 10.35 CHF 10.40 CHF 19'727 19'727 19'542 19'542 201'922 CHF 202'900 CHF 100.00% 100.00%
06.05.2024 0.49% 10.25 CHF 10.30 CHF 19'776 19'776 19'639 19'639 200'281 CHF 201'264 CHF 100.00% 100.00%
03.05.2024 0.21% 9.45 CHF 9.47 CHF 20'455 20'455 20'224 20'224 194'328 CHF 194'733 CHF 96.77% 96.77%
02.05.2024 0.21% 9.77 CHF 9.79 CHF 20'126 20'126 20'113 20'113 192'362 CHF 192'765 CHF 99.51% 99.51%

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