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
19.04.2024 0.36% 8.47 CHF 8.50 CHF 57'500 57'500 57'500 57'500 477'023 CHF 478'748 CHF 99.97% 99.97%
18.04.2024 0.37% 8.13 CHF 8.16 CHF 57'400 57'400 57'400 57'400 469'630 CHF 471'352 CHF 99.93% 99.93%
17.04.2024 0.32% 9.19 CHF 9.22 CHF 51'800 51'800 51'699 51'699 479'950 CHF 481'504 CHF 99.97% 99.97%
16.04.2024 0.32% 9.65 CHF 9.68 CHF 51'800 51'800 51'785 51'785 492'631 CHF 494'185 CHF 99.97% 99.97%
15.04.2024 0.32% 9.24 CHF 9.27 CHF 51'600 51'600 51'592 51'592 480'886 CHF 482'434 CHF 99.98% 99.98%
12.04.2024 0.30% 10.36 CHF 10.39 CHF 52'800 52'800 52'800 52'800 529'798 CHF 531'382 CHF 99.99% 99.99%
11.04.2024 0.31% 9.56 CHF 9.59 CHF 50'600 50'600 50'596 50'596 496'378 CHF 497'896 CHF 100.00% 100.00%
10.04.2024 0.31% 9.30 CHF 9.33 CHF 52'300 52'300 52'300 52'300 501'397 CHF 502'966 CHF 99.85% 99.85%
09.04.2024 0.30% 9.56 CHF 9.59 CHF 50'100 50'100 50'100 50'100 500'695 CHF 502'198 CHF 99.99% 99.99%
08.04.2024 0.30% 9.95 CHF 9.98 CHF 49'300 49'300 49'300 49'300 487'185 CHF 488'664 CHF 99.97% 99.97%

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