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 0.08% 11.83 CHF 11.84 CHF 200'000 200'000 200'000 200'000 2'376'730 CHF 2'378'730 CHF 100.00% 100.00%
08.05.2024 0.09% 11.58 CHF 11.59 CHF 200'000 200'000 199'960 199'960 2'314'920 CHF 2'316'920 CHF 99.67% 99.67%
07.05.2024 0.09% 11.48 CHF 11.49 CHF 200'000 200'000 199'891 199'891 2'266'840 CHF 2'268'840 CHF 99.72% 99.72%
06.05.2024 0.09% 11.17 CHF 11.18 CHF 200'000 200'000 200'000 200'000 2'225'960 CHF 2'227'960 CHF 100.00% 100.00%
03.05.2024 0.09% 10.95 CHF 10.96 CHF 200'000 200'000 200'000 200'000 2'193'620 CHF 2'195'620 CHF 99.81% 99.81%
02.05.2024 0.09% 10.88 CHF 10.89 CHF 200'000 200'000 200'000 200'000 2'179'180 CHF 2'181'180 CHF 99.58% 99.58%
30.04.2024 0.09% 11.01 CHF 11.02 CHF 200'000 200'000 199'853 199'853 2'233'790 CHF 2'235'790 CHF 99.84% 99.84%
29.04.2024 0.09% 11.27 CHF 11.28 CHF 200'000 200'000 199'961 199'961 2'269'600 CHF 2'271'600 CHF 99.65% 99.65%
26.04.2024 0.09% 11.38 CHF 11.39 CHF 200'000 200'000 200'000 200'000 2'254'970 CHF 2'256'970 CHF 99.61% 99.61%
25.04.2024 0.09% 11.04 CHF 11.05 CHF 200'000 200'000 200'000 200'000 2'217'600 CHF 2'219'600 CHF 99.96% 99.96%

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