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 0.42% 11.95 CHF 12.00 CHF 18'391 18'391 18'221 18'221 217'206 CHF 218'118 CHF 100.00% 100.00%
15.05.2024 0.45% 11.75 CHF 11.80 CHF 18'509 18'509 18'618 18'618 210'703 CHF 211'635 CHF 99.81% 99.81%
14.05.2024 0.46% 11.00 CHF 11.05 CHF 19'004 19'004 18'806 18'806 206'102 CHF 207'043 CHF 100.00% 100.00%
13.05.2024 0.47% 10.75 CHF 10.80 CHF 19'159 19'159 18'951 18'951 203'823 CHF 204'772 CHF 100.00% 100.00%
10.05.2024 0.46% 10.75 CHF 10.80 CHF 19'105 19'105 18'710 18'710 207'174 CHF 208'111 CHF 100.00% 100.00%
08.05.2024 0.36% 10.05 CHF 10.10 CHF 19'619 19'619 19'541 19'541 194'142 CHF 194'829 CHF 100.00% 100.00%
07.05.2024 0.37% 9.97 CHF 10.00 CHF 19'727 19'727 19'539 19'539 194'948 CHF 195'666 CHF 100.00% 100.00%
06.05.2024 0.31% 9.92 CHF 9.95 CHF 19'782 19'782 19'639 19'639 193'381 CHF 193'985 CHF 99.76% 99.76%
03.05.2024 0.33% 9.08 CHF 9.11 CHF 20'455 20'455 20'212 20'212 186'755 CHF 187'362 CHF 96.13% 96.13%
02.05.2024 0.33% 9.40 CHF 9.43 CHF 20'127 20'127 20'114 20'114 184'969 CHF 185'573 CHF 99.58% 99.58%

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