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
25.04.2024 1.07% 11.85 CHF 11.88 CHF 13'500 13'500 6'059 6'059 71'803 CHF 72'354 CHF 99.31% 99.31%
23.04.2024 1.07% 11.89 CHF 11.92 CHF 13'700 13'700 6'177 6'177 72'999 CHF 73'564 CHF 100.00% 100.00%
22.04.2024 1.06% 11.40 CHF 11.42 CHF 14'300 14'300 6'434 6'434 72'106 CHF 72'628 CHF 100.00% 100.00%
19.04.2024 1.10% 10.88 CHF 10.90 CHF 14'500 14'500 6'598 6'598 70'804 CHF 71'348 CHF 99.74% 99.74%
18.04.2024 1.10% 10.78 CHF 10.80 CHF 14'800 14'800 6'695 6'695 71'454 CHF 72'000 CHF 99.98% 99.98%
17.04.2024 1.05% 10.05 CHF 10.07 CHF 16'300 16'300 7'274 7'274 72'343 CHF 72'873 CHF 99.98% 99.98%
16.04.2024 1.10% 10.00 CHF 10.02 CHF 16'100 16'100 7'247 7'247 71'945 CHF 72'497 CHF 100.00% 100.00%
15.04.2024 1.06% 10.20 CHF 10.22 CHF 15'700 15'700 7'062 7'062 72'293 CHF 72'832 CHF 99.66% 99.66%
12.04.2024 1.04% 10.20 CHF 10.22 CHF 15'400 15'400 6'927 6'927 71'318 CHF 71'845 CHF 99.99% 99.99%
11.04.2024 1.05% 10.24 CHF 10.26 CHF 15'400 15'400 6'926 6'926 71'789 CHF 72'317 CHF 99.98% 99.98%

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