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
18.04.2024 0.09% 11.62 CHF 11.63 CHF 237'900 237'900 237'900 237'900 2'671'270 CHF 2'673'650 CHF 99.98% 99.98%
17.04.2024 0.15% 11.09 CHF 11.10 CHF 236'300 236'300 235'925 235'925 2'673'030 CHF 2'677'130 CHF 100.00% 100.00%
16.04.2024 0.16% 11.19 CHF 11.20 CHF 238'100 238'100 237'974 237'974 2'670'430 CHF 2'674'670 CHF 99.82% 99.82%
15.04.2024 0.15% 11.70 CHF 11.71 CHF 229'600 229'600 229'600 229'600 2'726'120 CHF 2'730'210 CHF 99.02% 99.02%
12.04.2024 0.08% 11.75 CHF 11.76 CHF 215'100 215'100 215'100 215'100 2'648'910 CHF 2'651'060 CHF 100.00% 100.00%
11.04.2024 0.08% 12.06 CHF 12.07 CHF 214'800 214'800 214'800 214'800 2'650'580 CHF 2'652'720 CHF 99.33% 99.33%
10.04.2024 0.08% 12.46 CHF 12.47 CHF 202'800 202'800 202'800 202'800 2'650'160 CHF 2'652'180 CHF 99.66% 99.66%
09.04.2024 0.08% 12.76 CHF 12.77 CHF 202'600 202'600 202'600 202'600 2'681'380 CHF 2'683'410 CHF 100.00% 100.00%
08.04.2024 0.07% 13.45 CHF 13.46 CHF 201'800 201'800 201'800 201'800 2'701'710 CHF 2'703'730 CHF 100.00% 100.00%
05.04.2024 0.08% 13.12 CHF 13.13 CHF 209'600 209'600 209'600 209'600 2'704'570 CHF 2'706'670 CHF 99.78% 99.78%

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