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 0.83% 17.77 CHF 17.92 CHF 8'700 8'700 8'692 8'692 156'806 CHF 158'111 CHF 100.00% 100.00%
15.05.2024 0.75% 18.84 CHF 18.98 CHF 9'200 9'200 9'177 9'177 171'120 CHF 172'408 CHF 100.00% 100.00%
14.05.2024 0.79% 18.02 CHF 18.15 CHF 10'200 10'200 10'200 10'200 167'464 CHF 168'790 CHF 99.78% 99.78%
13.05.2024 0.77% 15.47 CHF 15.59 CHF 10'500 10'500 10'500 10'500 162'212 CHF 163'472 CHF 100.00% 100.00%
10.05.2024 0.79% 14.89 CHF 15.01 CHF 11'100 11'100 11'100 11'100 168'918 CHF 170'250 CHF 100.00% 100.00%
08.05.2024 0.79% 15.03 CHF 15.15 CHF 10'300 10'300 10'299 10'299 155'342 CHF 156'578 CHF 99.44% 99.44%
07.05.2024 0.70% 15.46 CHF 15.56 CHF 12'800 12'800 12'795 12'795 183'528 CHF 184'808 CHF 99.95% 99.95%
06.05.2024 0.77% 12.14 CHF 12.23 CHF 14'300 14'300 14'300 14'300 166'731 CHF 168'018 CHF 100.00% 100.00%
03.05.2024 0.84% 10.67 CHF 10.77 CHF 13'000 13'000 13'000 13'000 155'318 CHF 156'618 CHF 99.91% 99.91%
02.05.2024 0.74% 12.26 CHF 12.35 CHF 13'800 13'800 13'800 13'800 167'420 CHF 168'662 CHF 99.55% 99.55%

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