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 0.45% 11.15 CHF 11.20 CHF 18'391 18'391 18'222 18'222 202'282 CHF 203'194 CHF 100.00% 100.00%
15.05.2024 0.48% 10.95 CHF 11.00 CHF 18'509 18'509 18'616 18'616 195'394 CHF 196'326 CHF 99.91% 99.91%
14.05.2024 0.50% 10.20 CHF 10.25 CHF 19'007 19'007 18'815 18'815 190'726 CHF 191'668 CHF 99.91% 99.91%
13.05.2024 0.30% 9.94 CHF 9.96 CHF 19'144 19'144 18'951 18'951 188'446 CHF 189'008 CHF 100.00% 100.00%
10.05.2024 0.47% 9.96 CHF 9.98 CHF 19'100 19'100 18'709 18'709 191'783 CHF 192'672 CHF 99.97% 99.97%
08.05.2024 0.22% 9.25 CHF 9.27 CHF 19'619 19'619 19'539 19'539 178'171 CHF 178'563 CHF 100.00% 100.00%
07.05.2024 0.22% 9.17 CHF 9.19 CHF 19'735 19'735 19'538 19'538 179'030 CHF 179'421 CHF 100.00% 100.00%
06.05.2024 0.22% 9.10 CHF 9.12 CHF 19'776 19'776 19'639 19'639 177'378 CHF 177'772 CHF 99.71% 99.71%
03.05.2024 0.24% 8.27 CHF 8.29 CHF 20'455 20'455 20'153 20'153 169'737 CHF 170'141 CHF 95.93% 95.93%
02.05.2024 0.24% 8.58 CHF 8.60 CHF 20'126 20'126 20'113 20'113 168'469 CHF 168'872 CHF 99.66% 99.66%

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