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
18.04.2024 0.25% 8.11 CHF 8.13 CHF 74'000 74'000 36'727 36'727 301'341 CHF 302'077 CHF 99.95% 99.95%
17.04.2024 0.23% 8.64 CHF 8.66 CHF 74'000 74'000 34'926 34'926 309'063 CHF 309'764 CHF 99.98% 99.98%
16.04.2024 0.23% 8.84 CHF 8.86 CHF 67'000 67'000 34'461 34'461 306'910 CHF 307'602 CHF 99.98% 99.98%
15.04.2024 0.19% 10.05 CHF 10.07 CHF 66'000 66'000 32'965 32'965 343'168 CHF 343'829 CHF 99.51% 99.51%
12.04.2024 0.19% 10.92 CHF 10.94 CHF 64'000 64'000 31'724 31'724 349'884 CHF 350'520 CHF 99.98% 99.98%
11.04.2024 0.19% 10.67 CHF 10.69 CHF 65'000 65'000 32'538 32'538 350'120 CHF 350'773 CHF 99.93% 99.93%
10.04.2024 0.18% 10.97 CHF 10.99 CHF 64'000 64'000 31'414 31'414 354'443 CHF 355'073 CHF 99.93% 99.93%
09.04.2024 0.19% 11.38 CHF 11.40 CHF 63'000 63'000 32'102 32'102 357'811 CHF 358'455 CHF 99.97% 99.97%
08.04.2024 0.19% 11.13 CHF 11.15 CHF 64'000 64'000 32'611 32'611 348'912 CHF 349'566 CHF 99.87% 99.87%
05.04.2024 0.19% 9.70 CHF 9.72 CHF 67'000 67'000 32'868 32'868 350'384 CHF 351'044 CHF 99.85% 99.85%

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