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 0.11% 8.82 CHF 8.83 CHF 72'000 72'000 30'949 30'949 275'529 CHF 275'839 CHF 99.06% 99.06%
07.05.2024 0.11% 9.14 CHF 9.15 CHF 70'000 70'000 30'660 30'660 276'577 CHF 276'884 CHF 99.63% 99.63%
06.05.2024 0.12% 9.00 CHF 9.01 CHF 71'000 71'000 30'851 30'851 274'300 CHF 274'609 CHF 99.94% 99.94%
03.05.2024 0.12% 8.30 CHF 8.31 CHF 75'000 75'000 32'666 32'666 270'494 CHF 270'821 CHF 99.57% 99.57%
02.05.2024 0.13% 8.09 CHF 8.10 CHF 76'000 76'000 32'627 32'627 264'051 CHF 264'378 CHF 99.85% 99.85%
30.04.2024 0.11% 9.55 CHF 9.56 CHF 68'000 68'000 29'506 29'506 282'875 CHF 283'171 CHF 99.95% 99.95%
29.04.2024 0.11% 9.47 CHF 9.48 CHF 69'000 69'000 29'983 29'983 281'256 CHF 281'556 CHF 98.88% 98.88%
26.04.2024 0.11% 9.32 CHF 9.33 CHF 69'000 69'000 26'452 26'452 243'273 CHF 243'538 CHF 98.82% 98.82%
25.04.2024 0.12% 8.83 CHF 8.84 CHF 72'000 72'000 31'122 31'122 271'590 CHF 271'902 CHF 99.68% 99.68%
24.04.2024 0.11% 8.77 CHF 8.78 CHF 72'000 72'000 30'696 30'696 276'853 CHF 277'161 CHF 99.70% 99.70%

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