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 0.95% 11.44 CHF 11.47 CHF 150'000 150'000 122'889 122'424 1'372'830 CHF 1'372'110 CHF 99.99% 99.99%
15.05.2024 0.90% 10.84 CHF 10.87 CHF 150'000 150'000 122'508 122'040 1'386'420 CHF 1'385'230 CHF 99.28% 99.28%
14.05.2024 0.92% 11.32 CHF 11.35 CHF 150'000 150'000 122'642 122'642 1'379'620 CHF 1'383'710 CHF 99.49% 99.49%
13.05.2024 1.13% 11.47 CHF 11.50 CHF 150'000 150'000 123'023 122'558 1'213'530 CHF 1'213'620 CHF 100.00% 100.00%
10.05.2024 1.10% 8.86 CHF 8.89 CHF 150'000 150'000 123'926 123'523 1'130'430 CHF 1'130'970 CHF 98.28% 98.28%
08.05.2024 0.71% 9.32 CHF 9.35 CHF 150'000 150'000 123'625 123'205 1'090'330 CHF 1'090'360 CHF 98.28% 98.28%
07.05.2024 0.53% 9.40 CHF 9.42 CHF 150'000 150'000 122'937 122'472 1'293'790 CHF 1'291'270 CHF 100.00% 100.00%
06.05.2024 0.76% 10.85 CHF 10.87 CHF 150'000 150'000 83'042 82'738 884'615 CHF 883'752 CHF 97.40% 97.40%
03.05.2024 0.47% 10.81 CHF 10.83 CHF 150'000 150'000 125'873 125'577 1'406'430 CHF 1'405'740 CHF 97.50% 97.50%
02.05.2024 0.52% 10.35 CHF 10.37 CHF 150'000 150'000 124'956 124'604 1'340'750 CHF 1'339'790 CHF 98.09% 98.09%

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