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
23.04.2024 0.11% 9.12 CHF 9.13 CHF 450'000 450'000 450'000 450'000 4'037'770 CHF 4'042'270 CHF 100.00% 100.00%
22.04.2024 0.11% 8.69 CHF 8.70 CHF 450'000 450'000 450'000 450'000 3'964'890 CHF 3'969'390 CHF 99.99% 99.99%
19.04.2024 0.12% 8.64 CHF 8.65 CHF 450'000 450'000 450'000 450'000 3'795'610 CHF 3'800'110 CHF 99.98% 99.98%
18.04.2024 0.12% 8.76 CHF 8.77 CHF 450'000 450'000 450'000 450'000 3'847'360 CHF 3'851'860 CHF 99.99% 99.99%
17.04.2024 0.12% 8.49 CHF 8.50 CHF 450'000 450'000 449'110 449'110 3'866'950 CHF 3'871'450 CHF 99.99% 99.99%
16.04.2024 0.12% 8.54 CHF 8.55 CHF 450'000 450'000 449'196 449'196 3'845'150 CHF 3'849'650 CHF 99.81% 99.81%
15.04.2024 0.11% 8.80 CHF 8.81 CHF 450'000 450'000 450'000 450'000 3'999'630 CHF 4'004'130 CHF 99.82% 99.82%
12.04.2024 0.11% 8.82 CHF 8.83 CHF 450'000 450'000 450'000 450'000 4'087'180 CHF 4'091'680 CHF 100.00% 100.00%
11.04.2024 0.11% 8.96 CHF 8.97 CHF 450'000 450'000 449'922 449'922 4'091'690 CHF 4'096'190 CHF 99.86% 99.86%
10.04.2024 0.11% 9.16 CHF 9.17 CHF 450'000 450'000 450'000 450'000 4'229'700 CHF 4'234'200 CHF 99.99% 99.99%

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