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
08.05.2024 0.09% 11.90 CHF 11.91 CHF 72'000 72'000 30'946 30'946 370'869 CHF 371'179 CHF 99.04% 99.04%
07.05.2024 0.08% 12.22 CHF 12.23 CHF 70'000 70'000 30'633 30'633 370'527 CHF 370'834 CHF 99.54% 99.54%
06.05.2024 0.09% 12.07 CHF 12.08 CHF 71'000 71'000 30'778 30'778 368'093 CHF 368'401 CHF 99.76% 99.76%
03.05.2024 0.09% 11.36 CHF 11.37 CHF 75'000 75'000 32'716 32'716 371'296 CHF 371'624 CHF 99.68% 99.68%
02.05.2024 0.09% 11.19 CHF 11.20 CHF 76'000 76'000 32'573 32'573 364'340 CHF 364'666 CHF 99.73% 99.73%
30.04.2024 0.08% 12.65 CHF 12.66 CHF 68'000 68'000 29'454 29'454 373'464 CHF 373'759 CHF 99.80% 99.80%
29.04.2024 0.08% 12.55 CHF 12.56 CHF 69'000 69'000 29'960 29'960 373'503 CHF 373'803 CHF 98.83% 98.83%
26.04.2024 0.08% 12.42 CHF 12.43 CHF 69'000 69'000 26'339 26'339 323'536 CHF 323'800 CHF 99.02% 99.02%
25.04.2024 0.09% 11.92 CHF 11.93 CHF 72'000 72'000 30'932 30'932 365'548 CHF 365'857 CHF 99.23% 99.23%
24.04.2024 0.08% 11.86 CHF 11.87 CHF 72'000 72'000 30'655 30'655 371'135 CHF 371'442 CHF 99.68% 99.68%

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