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 0.11% 9.29 CHF 9.30 CHF 250'000 250'000 249'798 249'798 2'302'340 CHF 2'304'840 CHF 99.99% 99.99%
15.05.2024 0.11% 9.03 CHF 9.04 CHF 250'000 250'000 249'498 249'498 2'177'880 CHF 2'180'380 CHF 99.91% 99.91%
14.05.2024 0.12% 8.51 CHF 8.52 CHF 250'000 250'000 249'950 249'950 2'113'860 CHF 2'116'360 CHF 99.70% 99.70%
13.05.2024 0.12% 8.49 CHF 8.50 CHF 250'000 250'000 250'000 250'000 2'130'200 CHF 2'132'700 CHF 100.00% 100.00%
10.05.2024 0.12% 8.42 CHF 8.43 CHF 250'000 250'000 250'000 250'000 2'134'070 CHF 2'136'570 CHF 99.97% 99.97%
08.05.2024 0.12% 8.16 CHF 8.17 CHF 250'000 250'000 249'956 249'956 2'033'340 CHF 2'035'840 CHF 99.67% 99.67%
07.05.2024 0.12% 8.25 CHF 8.26 CHF 250'000 250'000 249'871 249'871 2'037'480 CHF 2'039'980 CHF 99.72% 99.72%
06.05.2024 0.13% 7.89 CHF 7.90 CHF 250'000 250'000 250'000 250'000 1'950'400 CHF 1'952'900 CHF 100.00% 100.00%
03.05.2024 0.14% 7.43 CHF 7.44 CHF 250'000 250'000 250'000 250'000 1'840'520 CHF 1'843'020 CHF 99.66% 99.66%
02.05.2024 0.14% 6.98 CHF 6.99 CHF 250'000 250'000 250'000 250'000 1'747'700 CHF 1'750'200 CHF 99.58% 99.58%

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