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
16.05.2024 0.44% 11.35 CHF 11.40 CHF 18'391 18'391 18'220 18'220 206'564 CHF 207'476 CHF 99.93% 99.93%
15.05.2024 0.47% 11.15 CHF 11.20 CHF 18'509 18'509 18'612 18'612 199'768 CHF 200'699 CHF 99.94% 99.94%
14.05.2024 0.48% 10.40 CHF 10.45 CHF 19'004 19'004 18'863 18'863 195'712 CHF 196'656 CHF 99.60% 99.60%
13.05.2024 0.50% 10.15 CHF 10.20 CHF 19'140 19'140 18'949 18'949 192'706 CHF 193'655 CHF 100.00% 100.00%
10.05.2024 0.48% 10.20 CHF 10.25 CHF 19'103 19'103 18'710 18'710 196'283 CHF 197'220 CHF 100.00% 100.00%
08.05.2024 0.32% 9.49 CHF 9.52 CHF 19'619 19'619 19'539 19'539 182'767 CHF 183'354 CHF 100.00% 100.00%
07.05.2024 0.32% 9.40 CHF 9.43 CHF 19'735 19'735 19'538 19'538 183'563 CHF 184'149 CHF 100.00% 100.00%
06.05.2024 0.33% 9.33 CHF 9.36 CHF 19'780 19'780 19'639 19'639 181'937 CHF 182'527 CHF 99.70% 99.70%
03.05.2024 0.35% 8.50 CHF 8.53 CHF 20'455 20'455 20'153 20'153 174'538 CHF 175'143 CHF 97.03% 97.03%
02.05.2024 0.35% 8.82 CHF 8.85 CHF 20'127 20'127 20'113 20'113 173'154 CHF 173'758 CHF 99.39% 99.39%

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