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
14.05.2024 0.07% 13.39 CHF 13.40 CHF 450'000 450'000 449'952 449'952 6'031'050 CHF 6'035'550 CHF 99.72% 99.72%
13.05.2024 0.07% 13.49 CHF 13.50 CHF 450'000 450'000 450'000 450'000 6'071'360 CHF 6'075'860 CHF 100.00% 100.00%
10.05.2024 0.07% 13.42 CHF 13.43 CHF 450'000 450'000 450'000 450'000 6'051'950 CHF 6'056'450 CHF 100.00% 100.00%
08.05.2024 0.08% 12.97 CHF 12.98 CHF 450'000 450'000 449'910 449'910 5'810'830 CHF 5'815'330 CHF 99.67% 99.67%
07.05.2024 0.08% 12.96 CHF 12.97 CHF 450'000 450'000 449'791 449'791 5'811'230 CHF 5'815'730 CHF 99.72% 99.72%
06.05.2024 0.08% 12.75 CHF 12.76 CHF 450'000 450'000 450'000 450'000 5'756'030 CHF 5'760'530 CHF 100.00% 100.00%
03.05.2024 0.08% 12.58 CHF 12.59 CHF 450'000 450'000 450'000 450'000 5'676'930 CHF 5'681'430 CHF 99.83% 99.83%
02.05.2024 0.08% 12.32 CHF 12.33 CHF 450'000 450'000 450'000 450'000 5'509'850 CHF 5'514'350 CHF 99.57% 99.57%
30.04.2024 0.08% 12.34 CHF 12.35 CHF 450'000 450'000 449'597 449'597 5'617'990 CHF 5'622'490 CHF 99.95% 99.95%
29.04.2024 0.08% 12.48 CHF 12.49 CHF 450'000 450'000 449'935 449'935 5'622'930 CHF 5'627'430 CHF 99.61% 99.61%

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