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 0.44% 11.40 CHF 11.45 CHF 20'000 20'000 19'806 19'806 225'377 CHF 226'368 CHF 96.99% 96.99%
15.05.2024 0.41% 12.20 CHF 12.25 CHF 21'000 21'000 20'803 20'803 255'450 CHF 256'492 CHF 100.00% 100.00%
14.05.2024 0.40% 12.55 CHF 12.60 CHF 21'000 21'000 21'033 21'033 265'910 CHF 266'963 CHF 99.44% 99.44%
13.05.2024 0.41% 12.20 CHF 12.25 CHF 21'000 21'000 20'802 20'802 256'205 CHF 257'246 CHF 99.99% 99.99%
10.05.2024 0.41% 12.45 CHF 12.50 CHF 21'000 21'000 20'822 20'822 257'919 CHF 258'961 CHF 99.50% 99.50%
08.05.2024 0.39% 12.80 CHF 12.85 CHF 21'000 21'000 21'353 21'353 272'878 CHF 273'946 CHF 99.52% 99.52%
07.05.2024 0.39% 12.80 CHF 12.85 CHF 22'000 22'000 21'760 21'760 282'033 CHF 283'122 CHF 99.79% 99.79%
06.05.2024 0.39% 13.10 CHF 13.15 CHF 22'000 22'000 21'722 21'722 285'244 CHF 286'331 CHF 83.58% 98.42%
03.05.2024 0.37% 13.30 CHF 13.35 CHF 22'000 22'000 21'920 21'920 294'346 CHF 295'443 CHF 98.15% 98.15%
02.05.2024 0.38% 13.60 CHF 13.65 CHF 22'000 22'000 21'880 21'880 287'922 CHF 289'017 CHF 99.41% 99.41%

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