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 0.10% 9.86 CHF 9.87 CHF 72'000 72'000 30'928 30'928 307'438 CHF 307'748 CHF 98.99% 98.99%
07.05.2024 0.10% 10.18 CHF 10.19 CHF 70'000 70'000 30'633 30'633 308'052 CHF 308'359 CHF 99.54% 99.54%
06.05.2024 0.10% 10.03 CHF 10.04 CHF 71'000 71'000 30'777 30'777 305'438 CHF 305'747 CHF 99.75% 99.75%
03.05.2024 0.11% 9.33 CHF 9.34 CHF 75'000 75'000 32'743 32'743 304'972 CHF 305'300 CHF 99.75% 99.75%
02.05.2024 0.11% 9.14 CHF 9.15 CHF 76'000 76'000 32'594 32'594 297'753 CHF 298'080 CHF 99.77% 99.77%
30.04.2024 0.10% 10.59 CHF 10.60 CHF 68'000 68'000 29'432 29'432 312'805 CHF 313'100 CHF 99.77% 99.77%
29.04.2024 0.10% 10.50 CHF 10.51 CHF 69'000 69'000 29'965 29'965 312'217 CHF 312'517 CHF 98.84% 98.84%
26.04.2024 0.10% 10.36 CHF 10.37 CHF 69'000 69'000 26'343 26'343 269'638 CHF 269'902 CHF 99.03% 99.03%
25.04.2024 0.10% 9.87 CHF 9.88 CHF 72'000 72'000 30'904 30'904 301'893 CHF 302'202 CHF 99.17% 99.17%
24.04.2024 0.10% 9.81 CHF 9.82 CHF 72'000 72'000 30'647 30'647 308'259 CHF 308'566 CHF 99.60% 99.60%

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