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
10.05.2024 0.09% 11.54 CHF 11.55 CHF 200'000 200'000 200'000 200'000 2'318'240 CHF 2'320'240 CHF 100.00% 100.00%
08.05.2024 0.09% 11.29 CHF 11.30 CHF 200'000 200'000 199'958 199'958 2'256'360 CHF 2'258'360 CHF 99.67% 99.67%
07.05.2024 0.09% 11.19 CHF 11.20 CHF 200'000 200'000 199'889 199'889 2'208'280 CHF 2'210'280 CHF 99.72% 99.72%
06.05.2024 0.09% 10.88 CHF 10.89 CHF 200'000 200'000 200'000 200'000 2'167'530 CHF 2'169'530 CHF 100.00% 100.00%
03.05.2024 0.09% 10.65 CHF 10.66 CHF 200'000 200'000 200'000 200'000 2'135'260 CHF 2'137'260 CHF 99.80% 99.80%
02.05.2024 0.09% 10.59 CHF 10.60 CHF 200'000 200'000 200'000 200'000 2'120'730 CHF 2'122'730 CHF 99.53% 99.53%
30.04.2024 0.09% 10.72 CHF 10.73 CHF 200'000 200'000 199'857 199'857 2'175'450 CHF 2'177'450 CHF 99.80% 99.80%
29.04.2024 0.09% 10.98 CHF 10.99 CHF 200'000 200'000 199'961 199'961 2'211'180 CHF 2'213'180 CHF 99.65% 99.65%
26.04.2024 0.09% 11.09 CHF 11.10 CHF 200'000 200'000 200'000 200'000 2'196'500 CHF 2'198'500 CHF 99.61% 99.61%
25.04.2024 0.09% 10.75 CHF 10.76 CHF 200'000 200'000 200'000 200'000 2'159'100 CHF 2'161'100 CHF 99.99% 99.99%

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