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
29.04.2024 0.11% 9.09 CHF 9.10 CHF 50'000 50'000 49'425 49'425 449'660 CHF 450'155 CHF 99.48% 99.48%
26.04.2024 0.11% 9.02 CHF 9.03 CHF 50'000 50'000 49'653 49'653 446'022 CHF 446'519 CHF 99.48% 99.48%
25.04.2024 0.11% 8.69 CHF 8.70 CHF 50'000 50'000 49'521 49'521 446'648 CHF 447'144 CHF 98.28% 98.28%
24.04.2024 0.11% 9.19 CHF 9.20 CHF 50'000 50'000 49'443 49'443 460'185 CHF 460'680 CHF 99.41% 99.41%
23.04.2024 0.11% 9.28 CHF 9.29 CHF 50'000 50'000 49'531 49'531 452'662 CHF 453'158 CHF 99.50% 99.50%
22.04.2024 0.11% 8.86 CHF 8.87 CHF 50'000 50'000 49'577 49'577 444'727 CHF 445'223 CHF 98.36% 98.36%
19.04.2024 0.12% 8.80 CHF 8.81 CHF 50'000 50'000 49'467 49'467 425'225 CHF 425'721 CHF 97.68% 97.68%
18.04.2024 0.12% 8.92 CHF 8.93 CHF 50'000 50'000 49'532 49'532 431'988 CHF 432'484 CHF 99.54% 99.54%
17.04.2024 0.12% 8.66 CHF 8.67 CHF 50'000 50'000 48'889 48'889 428'999 CHF 429'489 CHF 96.90% 96.90%
16.04.2024 0.12% 8.71 CHF 8.72 CHF 50'000 50'000 48'903 48'903 426'839 CHF 427'329 CHF 95.56% 95.56%

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