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 0.23% 8.79 CHF 8.81 CHF 18'391 18'391 18'221 18'221 159'845 CHF 160'209 CHF 99.93% 99.93%
15.05.2024 0.25% 8.60 CHF 8.62 CHF 18'515 18'515 18'611 18'611 151'912 CHF 152'284 CHF 99.92% 99.92%
14.05.2024 0.26% 7.84 CHF 7.86 CHF 19'003 19'003 18'913 18'913 147'487 CHF 147'865 CHF 99.28% 99.28%
13.05.2024 0.27% 7.59 CHF 7.61 CHF 19'143 19'143 18'950 18'950 143'965 CHF 144'344 CHF 100.00% 100.00%
10.05.2024 0.25% 7.61 CHF 7.63 CHF 19'097 19'097 18'710 18'710 148'180 CHF 148'554 CHF 99.97% 99.97%
08.05.2024 0.30% 6.90 CHF 6.92 CHF 19'619 19'619 19'539 19'539 132'233 CHF 132'624 CHF 100.00% 100.00%
07.05.2024 0.30% 6.82 CHF 6.84 CHF 19'735 19'735 19'538 19'538 133'128 CHF 133'519 CHF 100.00% 100.00%
06.05.2024 0.30% 6.76 CHF 6.78 CHF 19'778 19'778 19'639 19'639 131'370 CHF 131'763 CHF 99.71% 99.71%
03.05.2024 0.33% 5.93 CHF 5.95 CHF 20'455 20'455 20'153 20'153 122'609 CHF 123'012 CHF 96.70% 96.70%
02.05.2024 0.34% 6.22 CHF 6.24 CHF 20'126 20'126 20'113 20'113 120'998 CHF 121'400 CHF 99.39% 99.39%

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