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
07.05.2024 0.12% 8.31 CHF 8.32 CHF 108'200 108'200 112'974 112'974 940'187 CHF 941'318 CHF 100.00% 100.00%
06.05.2024 0.12% 8.46 CHF 8.47 CHF 113'700 113'700 113'700 113'700 955'510 CHF 956'647 CHF 100.00% 100.00%
03.05.2024 0.13% 7.85 CHF 7.86 CHF 113'700 113'700 114'845 114'845 915'010 CHF 916'158 CHF 98.14% 98.14%
02.05.2024 0.12% 8.12 CHF 8.13 CHF 115'000 115'000 111'917 111'917 903'942 CHF 905'061 CHF 99.98% 99.98%
30.04.2024 0.12% 8.06 CHF 8.07 CHF 110'300 110'300 104'612 104'612 871'576 CHF 872'623 CHF 99.76% 99.76%
29.04.2024 0.11% 8.86 CHF 8.87 CHF 103'900 103'900 101'753 101'753 908'075 CHF 909'092 CHF 99.98% 99.98%
26.04.2024 0.11% 8.90 CHF 8.91 CHF 101'500 101'500 106'111 106'111 968'689 CHF 969'750 CHF 99.27% 99.27%
25.04.2024 0.11% 8.91 CHF 8.92 CHF 106'700 106'700 106'256 106'256 928'329 CHF 929'391 CHF 99.58% 99.58%
23.04.2024 0.12% 8.58 CHF 8.59 CHF 104'300 104'300 102'880 102'880 854'747 CHF 855'775 CHF 99.34% 99.34%
22.04.2024 0.11% 8.97 CHF 8.98 CHF 102'700 102'700 93'760 93'760 873'362 CHF 874'300 CHF 100.00% 100.00%

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