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 0.48% 10.55 CHF 10.60 CHF 18'391 18'391 18'221 18'221 191'616 CHF 192'528 CHF 100.00% 100.00%
15.05.2024 0.27% 10.35 CHF 10.40 CHF 18'509 18'509 18'612 18'612 184'653 CHF 185'144 CHF 99.83% 99.83%
14.05.2024 0.21% 9.60 CHF 9.62 CHF 19'005 19'005 18'844 18'844 180'209 CHF 180'586 CHF 99.63% 99.63%
13.05.2024 0.22% 9.35 CHF 9.37 CHF 19'147 19'147 18'950 18'950 177'381 CHF 177'760 CHF 100.00% 100.00%
10.05.2024 0.21% 9.37 CHF 9.39 CHF 19'099 19'099 18'710 18'710 181'159 CHF 181'534 CHF 99.98% 99.98%
08.05.2024 0.24% 8.66 CHF 8.68 CHF 19'617 19'617 19'541 19'541 166'734 CHF 167'126 CHF 100.00% 100.00%
07.05.2024 0.24% 8.58 CHF 8.60 CHF 19'731 19'731 19'538 19'538 167'554 CHF 167'945 CHF 100.00% 100.00%
06.05.2024 0.24% 8.52 CHF 8.54 CHF 19'778 19'778 19'639 19'639 165'897 CHF 166'290 CHF 99.85% 99.85%
03.05.2024 0.26% 7.69 CHF 7.71 CHF 20'455 20'455 20'224 20'224 158'572 CHF 158'976 CHF 96.42% 96.42%
02.05.2024 0.26% 7.99 CHF 8.01 CHF 20'126 20'126 20'113 20'113 156'598 CHF 157'001 CHF 99.67% 99.67%

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